+52.3%
ROST vs APA
+94.6%
-42.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.6% |
| 7D | +0.9% | +0.5% | +0.4% | +1.0% |
| 30D | -8.9% | +23.4% | -32.3% | -8.2% |
| 3M | -0.8% | +12.7% | -13.5% | -0.4% |
| 6M | +8.5% | +39.4% | -30.9% | +7.9% |
| YTD | +28.6% | +79.0% | -50.4% | +25.7% |
| 1Y | +52.3% | +88.8% | -36.5% | +48.0% |
| All | +52.3% | +94.6% | -42.3% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling