+24.0%
APA vs ROKU
+915.9%
-891.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.6% | +2.6% |
| 7D | -15.5% | +3.5% | -19.0% | -15.9% |
| 30D | +2.4% | +5.1% | -2.7% | +1.7% |
| 3M | +22.8% | +7.0% | +15.8% | +21.7% |
| 6M | +17.9% | +25.4% | -7.5% | +14.3% |
| YTD | +87.7% | +48.0% | +39.7% | +77.0% |
| 1Y | +94.2% | +53.1% | +41.1% | +82.0% |
| 3Y | +27.2% | +92.7% | -65.5% | +12.6% |
| 5Y | +74.1% | -42.4% | +116.5% | +64.8% |
| All | +24.0% | +915.9% | -891.9% | -10.0% |
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