+97.9%
ROST vs APA
+9.3%
+88.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | +0.2% | -1.7% | +1.9% | +0.3% |
| 30D | -10.0% | +15.7% | -25.7% | -10.6% |
| 3M | +1.2% | +16.5% | -15.2% | +0.4% |
| 6M | +8.9% | +35.1% | -26.2% | +6.3% |
| YTD | +28.1% | +82.2% | -54.2% | +21.6% |
| 1Y | +53.0% | +102.5% | -49.5% | +43.5% |
| 3Y | +97.9% | +10.3% | +87.6% | +87.1% |
| All | +97.9% | +9.3% | +88.5% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling