+301.5%
ROST vs APD
+191.9%
+109.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | +0.3% | +3.8% | -3.6% | -1.3% |
| 30D | +0.5% | +8.2% | -7.7% | -2.7% |
| 3M | -5.2% | +4.3% | -9.5% | -6.9% |
| 6M | +9.8% | +4.7% | +5.1% | +7.3% |
| YTD | +29.4% | +31.5% | -2.2% | +13.7% |
| 1Y | +44.4% | +23.5% | +20.8% | +30.0% |
| 3Y | +95.0% | +29.1% | +65.9% | +65.4% |
| 5Y | +111.9% | +15.9% | +96.0% | +84.7% |
| All | +301.5% | +191.9% | +109.6% | +136.8% |
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