+111.6%
ROST vs APD
+26.2%
+85.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | 0.0% | -2.5% | +2.5% | +0.8% |
| 30D | -10.2% | -1.9% | -8.3% | -9.6% |
| 3M | +1.0% | +8.2% | -7.2% | -1.6% |
| 6M | +8.7% | +10.7% | -2.0% | +4.9% |
| YTD | +27.8% | +22.9% | +4.9% | +19.0% |
| 1Y | +52.7% | +5.8% | +46.9% | +48.7% |
| 3Y | +97.5% | +7.8% | +89.7% | +88.3% |
| 5Y | +111.6% | +26.1% | +85.5% | +77.7% |
| All | +111.6% | +26.2% | +85.4% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling