+121,410.5%
AAPL vs ROST
+69,900.8%
+51,509.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.7% | +0.2% | -3.0% | -2.8% |
| 30D | +1.0% | -10.0% | +11.0% | +3.4% |
| 3M | +5.0% | +1.2% | +3.7% | +4.6% |
| 6M | +23.0% | +8.9% | +14.1% | +20.4% |
| YTD | +16.6% | +28.1% | -11.4% | +9.8% |
| 1Y | +33.4% | +53.0% | -19.5% | +20.5% |
| 3Y | +79.9% | +97.9% | -18.0% | +52.8% |
| 5Y | +109.0% | +112.0% | -3.0% | +72.2% |
| 10Y | +1,210.4% | +303.0% | +907.5% | +818.9% |
| All | +121,410.5% | +69,900.8% | +51,509.7% | +31,503.2% |
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