+136,904.2%
AAPL vs ROST
+70,624.3%
+66,279.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.9% |
| 7D | +4.1% | +0.3% | +3.9% | +4.1% |
| 30D | +4.0% | +0.5% | +3.5% | +3.8% |
| 3M | +16.8% | -5.2% | +22.0% | +18.1% |
| 6M | +19.4% | +9.8% | +9.6% | +16.5% |
| YTD | +31.5% | +29.4% | +2.1% | +23.4% |
| 1Y | +31.0% | +44.4% | -13.4% | +19.8% |
| 3Y | +95.3% | +95.0% | +0.3% | +66.4% |
| 5Y | +143.4% | +111.9% | +31.5% | +100.4% |
| 10Y | +1,330.5% | +301.2% | +1,029.3% | +903.1% |
| All | +136,904.2% | +70,624.3% | +66,279.8% | +35,424.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling