+88.9%
ROST vs AMRZ
-17.1%
+106.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | +7.4% | +16.2% | -8.7% | +4.6% |
| 3M | -6.1% | -8.9% | +2.9% | -4.6% |
| 6M | +6.2% | -20.1% | +26.4% | +9.8% |
| YTD | +33.4% | -21.3% | +54.7% | +38.1% |
| 1Y | +48.8% | -12.6% | +61.4% | +50.8% |
| All | +88.9% | -17.1% | +106.0% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling