+72,888.7%
ROST vs APA
+858.7%
+72,029.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.6% |
| 7D | +2.8% | -8.7% | +11.5% | +4.1% |
| 30D | +6.6% | -2.4% | +9.0% | +6.7% |
| 3M | -7.0% | +19.0% | -26.0% | -9.9% |
| 6M | +5.4% | +26.8% | -21.4% | +0.7% |
| YTD | +32.4% | +87.3% | -55.0% | +17.9% |
| 1Y | +48.4% | +92.3% | -43.9% | +31.5% |
| 3Y | +99.5% | +37.3% | +62.2% | +80.6% |
| 5Y | +109.9% | +73.2% | +36.7% | +76.9% |
| 10Y | +315.5% | -0.9% | +316.4% | +218.1% |
| All | +72,888.7% | +858.7% | +72,029.9% | +47,976.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling