+112.0%
ROST vs APTV
-77.5%
+189.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | +0.3% | -1.7% | +2.0% | +0.8% |
| 30D | +0.5% | -11.6% | +12.1% | +4.1% |
| 3M | -5.2% | -21.2% | +16.0% | +1.3% |
| 6M | +9.8% | -28.5% | +38.4% | +19.0% |
| YTD | +29.4% | -49.1% | +78.5% | +53.9% |
| 1Y | +44.4% | -52.2% | +96.5% | +75.0% |
| 3Y | +95.0% | -48.6% | +143.6% | +121.0% |
| All | +112.0% | -77.5% | +189.4% | +231.3% |
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