+105.8%
ROST vs APD
+11.0%
+94.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | +1.2% | -3.7% | +4.9% | +2.4% |
| 30D | +2.5% | +9.6% | -7.1% | -0.2% |
| 3M | -9.0% | +1.6% | -10.6% | -9.4% |
| 6M | +1.3% | +2.2% | -0.8% | +0.4% |
| YTD | +29.1% | +25.9% | +3.2% | +19.3% |
| 1Y | +45.4% | +20.1% | +25.3% | +36.1% |
| 3Y | +94.9% | +12.4% | +82.5% | +83.1% |
| All | +105.8% | +11.0% | +94.8% | +87.9% |
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