+81.3%
ROST vs AMRZ
-17.3%
+98.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.3% |
| 7D | +0.2% | -2.0% | +2.2% | +0.6% |
| 30D | -10.0% | -9.8% | -0.1% | -8.4% |
| 3M | +1.2% | -17.2% | +18.4% | +3.9% |
| 6M | +8.9% | -26.9% | +35.9% | +14.2% |
| YTD | +28.1% | -21.5% | +49.5% | +32.6% |
| 1Y | +53.0% | -22.9% | +75.8% | +58.0% |
| All | +81.3% | -17.3% | +98.6% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling