+312.1%
ROST vs APTV
-16.1%
+328.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.7% | +2.5% |
| 7D | +0.2% | -5.0% | +5.2% | +2.0% |
| 30D | -6.9% | -6.1% | -0.8% | -4.9% |
| 3M | -3.3% | -33.0% | +29.7% | +10.6% |
| 6M | +9.0% | -35.2% | +44.3% | +24.6% |
| YTD | +28.9% | -40.1% | +69.0% | +50.7% |
| 1Y | +54.0% | -45.6% | +99.6% | +86.3% |
| 3Y | +100.7% | -54.4% | +155.1% | +147.5% |
| 5Y | +116.0% | -68.9% | +184.9% | +200.1% |
| All | +312.1% | -16.1% | +328.2% | +273.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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