+4,540.6%
ROST vs AMP
+2,108.3%
+2,432.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.2% | +2.6% | -2.4% | -0.7% |
| 30D | -10.0% | +0.8% | -10.8% | -10.3% |
| 3M | +1.2% | +24.3% | -23.0% | -6.6% |
| 6M | +8.9% | +20.6% | -11.6% | +1.5% |
| YTD | +28.1% | +14.6% | +13.4% | +20.9% |
| 1Y | +53.0% | +14.5% | +38.4% | +44.2% |
| 3Y | +97.9% | +67.9% | +29.9% | +59.5% |
| 5Y | +112.0% | +122.5% | -10.5% | +53.4% |
| 10Y | +303.0% | +573.3% | -270.3% | +92.7% |
| All | +4,540.6% | +2,108.3% | +2,432.3% | +1,211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling