+74,203.7%
ROST vs APA
+905.9%
+73,297.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.4% |
| 7D | -1.8% | +5.1% | -6.9% | -2.5% |
| 30D | +6.8% | +0.3% | +6.5% | +6.5% |
| 3M | -4.0% | +15.6% | -19.6% | -6.6% |
| 6M | +12.9% | +28.9% | -16.0% | +7.6% |
| YTD | +34.7% | +96.6% | -61.8% | +19.2% |
| 1Y | +49.5% | +95.5% | -46.0% | +32.2% |
| 3Y | +101.5% | +41.8% | +59.7% | +81.6% |
| 5Y | +120.7% | +85.4% | +35.3% | +84.1% |
| 10Y | +317.8% | +4.5% | +313.3% | +217.3% |
| All | +74,203.7% | +905.9% | +73,297.9% | +48,493.2% |
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