+23.7%
APA vs ROKU
+880.6%
-856.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +4.6% | -0.4% | +5.0% | +4.6% |
| 30D | +11.9% | +2.1% | +9.8% | +11.6% |
| 3M | +22.5% | +29.5% | -7.0% | +18.4% |
| 6M | +37.5% | +53.8% | -16.3% | +29.5% |
| YTD | +87.2% | +42.8% | +44.3% | +77.3% |
| 1Y | +101.4% | +60.7% | +40.7% | +87.6% |
| 3Y | +16.9% | +83.9% | -67.0% | +3.4% |
| 5Y | +178.4% | -52.8% | +231.3% | +169.3% |
| All | +23.7% | +880.6% | -856.9% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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