+46.2%
ROST vs AMRZ
-15.2%
+61.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -3.5% |
| 7D | +1.3% | +2.5% | -1.2% | +0.8% |
| 30D | +4.9% | +14.4% | -9.5% | +2.3% |
| 3M | -6.9% | -19.2% | +12.2% | -3.4% |
| 6M | +3.8% | -19.7% | +23.6% | +7.4% |
| YTD | +31.4% | -20.2% | +51.5% | +35.6% |
| 1Y | +46.2% | -15.1% | +61.3% | +46.7% |
| All | +46.2% | -15.2% | +61.4% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling