+82.4%
ROST vs AMRZ
-20.1%
+102.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +0.2% | -7.5% | +7.7% | +1.6% |
| 30D | -6.9% | -12.4% | +5.5% | -4.7% |
| 3M | -3.3% | -22.4% | +19.1% | +0.5% |
| 6M | +9.0% | -29.5% | +38.6% | +15.0% |
| YTD | +28.9% | -24.1% | +53.0% | +34.3% |
| 1Y | +54.0% | -26.3% | +80.2% | +60.3% |
| All | +82.4% | -20.1% | +102.6% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling