+78.1%
ROST vs AMRZ
-19.2%
+97.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.3% |
| 7D | -2.2% | -4.7% | +2.4% | -1.4% |
| 30D | -11.4% | -11.3% | -0.1% | -9.6% |
| 3M | -1.6% | -22.1% | +20.4% | +2.2% |
| 6M | +6.8% | -29.6% | +36.4% | +12.7% |
| YTD | +25.8% | -23.3% | +49.1% | +30.8% |
| 1Y | +52.4% | -23.7% | +76.1% | +57.7% |
| All | +78.1% | -19.2% | +97.3% | +82.6% |
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