+303.0%
ROST vs APD
+161.1%
+141.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | +0.2% | -2.5% | +2.7% | +1.3% |
| 30D | -10.0% | -1.9% | -8.1% | -9.3% |
| 3M | +1.2% | +8.2% | -7.0% | -2.5% |
| 6M | +8.9% | +10.7% | -1.8% | +3.5% |
| YTD | +28.1% | +22.9% | +5.1% | +15.9% |
| 1Y | +53.0% | +5.8% | +47.2% | +46.9% |
| 3Y | +97.9% | +7.8% | +90.1% | +81.9% |
| 5Y | +112.0% | +26.1% | +85.9% | +74.8% |
| 10Y | +303.0% | +163.7% | +139.2% | +138.3% |
| All | +303.0% | +161.1% | +141.8% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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