+112.0%
ROST vs APA
+156.3%
-44.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.6% |
| 7D | +0.2% | -1.7% | +1.9% | +0.4% |
| 30D | -10.0% | +15.7% | -25.7% | -11.5% |
| 3M | +1.2% | +16.5% | -15.2% | -0.7% |
| 6M | +8.9% | +35.1% | -26.2% | +4.2% |
| YTD | +28.1% | +82.2% | -54.2% | +17.4% |
| 1Y | +53.0% | +102.5% | -49.5% | +37.6% |
| 3Y | +97.9% | +10.3% | +87.6% | +90.4% |
| 5Y | +112.0% | +166.1% | -54.1% | +64.0% |
| All | +112.0% | +156.3% | -44.3% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling