+108.2%
ROST vs APTV
-69.9%
+178.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.0% |
| 7D | -2.2% | -1.2% | -1.1% | -2.0% |
| 30D | -11.4% | -10.6% | -0.8% | -8.6% |
| 3M | -1.6% | -35.0% | +33.4% | +10.7% |
| 6M | +6.8% | -38.9% | +45.7% | +21.2% |
| YTD | +25.8% | -41.5% | +67.3% | +44.0% |
| 1Y | +52.4% | -45.8% | +98.2% | +78.3% |
| 3Y | +94.4% | -55.7% | +150.1% | +136.9% |
| 5Y | +108.2% | -70.1% | +178.3% | +189.5% |
| All | +108.2% | -69.9% | +178.1% | +189.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling