+308.5%
ROST vs APA
-1.1%
+309.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -2.2% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -11.4% | +9.3% | -20.7% | -12.8% |
| 3M | -1.6% | +23.3% | -25.0% | -5.5% |
| 6M | +6.8% | +39.5% | -32.7% | -0.4% |
| YTD | +25.8% | +87.6% | -61.8% | +11.0% |
| 1Y | +52.4% | +114.2% | -61.8% | +30.6% |
| 3Y | +94.4% | +13.6% | +80.8% | +80.8% |
| 5Y | +108.2% | +175.6% | -67.4% | +55.8% |
| 10Y | +308.5% | -2.6% | +311.1% | +172.4% |
| All | +308.5% | -1.1% | +309.6% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling