+85.9%
APA vs ROKU
+53.5%
+32.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.6% | +2.7% |
| 7D | -15.5% | +3.5% | -19.0% | -15.0% |
| 30D | +2.4% | +5.1% | -2.7% | +3.2% |
| 3M | +22.8% | +7.0% | +15.8% | +24.1% |
| 6M | +17.9% | +25.4% | -7.5% | +22.4% |
| YTD | +87.7% | +48.0% | +39.7% | +93.6% |
| All | +85.9% | +53.5% | +32.4% | +92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling