+71,068.6%
ROST vs APD
+6,189.3%
+64,879.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | +1.2% | -3.7% | +4.9% | +2.7% |
| 30D | +2.5% | +9.6% | -7.1% | -1.0% |
| 3M | -9.0% | +1.6% | -10.6% | -9.6% |
| 6M | +1.3% | +2.2% | -0.8% | 0.0% |
| YTD | +29.1% | +25.9% | +3.2% | +17.1% |
| 1Y | +45.4% | +20.1% | +25.3% | +34.0% |
| 3Y | +94.9% | +12.4% | +82.5% | +78.1% |
| 5Y | +104.0% | +11.1% | +92.9% | +85.4% |
| 10Y | +314.8% | +190.1% | +124.7% | +159.5% |
| All | +71,068.6% | +6,189.3% | +64,879.3% | +10,321.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling