+55.1%
ROST vs APD
+6.0%
+49.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +0.2% | -2.5% | +2.7% | +0.6% |
| 30D | -10.0% | -1.9% | -8.1% | -9.7% |
| 3M | +1.2% | +8.2% | -7.0% | +0.2% |
| 6M | +8.9% | +10.7% | -1.8% | +7.1% |
| YTD | +28.1% | +22.9% | +5.1% | +23.7% |
| All | +55.1% | +6.0% | +49.1% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling