+1,126.4%
ROST vs APTV
+194.6%
+931.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.5% |
| 7D | +0.9% | +4.8% | -3.9% | -0.7% |
| 30D | -8.9% | +2.0% | -10.9% | -9.7% |
| 3M | -0.8% | -34.2% | +33.4% | +13.4% |
| 6M | +8.5% | -34.7% | +43.1% | +22.9% |
| YTD | +28.6% | -37.0% | +65.6% | +46.7% |
| 1Y | +52.3% | -40.4% | +92.7% | +76.8% |
| 3Y | +94.8% | -54.1% | +149.0% | +137.6% |
| 5Y | +110.8% | -68.0% | +178.8% | +184.0% |
| 10Y | +304.5% | -15.5% | +320.1% | +257.8% |
| All | +1,126.4% | +194.6% | +931.8% | +796.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling