+18.3%
APA vs ROKU
+884.7%
-866.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.0% |
| 7D | +0.5% | -1.3% | +1.9% | +0.7% |
| 30D | +23.4% | +5.9% | +17.5% | +22.5% |
| 3M | +12.7% | +23.9% | -11.2% | +9.6% |
| 6M | +39.4% | +59.6% | -20.1% | +30.7% |
| YTD | +79.0% | +43.4% | +35.5% | +69.5% |
| 1Y | +88.8% | +60.2% | +28.7% | +75.9% |
| 3Y | +6.4% | +90.4% | -84.0% | -6.3% |
| 5Y | +153.0% | -54.5% | +207.5% | +145.7% |
| All | +18.3% | +884.7% | -866.5% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling