+1,278.0%
AAPL vs ROST
+317.9%
+960.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.9% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | +9.9% | -6.9% | +16.8% | +12.6% |
| 3M | +12.5% | -3.3% | +15.8% | +13.6% |
| 6M | +27.6% | +9.0% | +18.6% | +23.1% |
| YTD | +22.6% | +28.9% | -6.3% | +11.0% |
| 1Y | +45.0% | +54.0% | -9.0% | +22.7% |
| 3Y | +87.8% | +100.7% | -13.0% | +43.4% |
| 5Y | +128.7% | +116.0% | +12.6% | +65.0% |
| All | +1,278.0% | +317.9% | +960.1% | +750.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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