+443.3%
APH vs RBLX
-30.4%
+473.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -2.2% | +8.1% | -10.3% | -3.2% |
| 30D | -4.0% | +23.9% | -27.9% | -6.8% |
| 3M | +7.7% | +8.1% | -0.4% | +5.2% |
| 6M | +17.8% | -23.7% | +41.5% | +20.0% |
| YTD | +19.2% | -44.6% | +63.8% | +25.9% |
| 1Y | +35.7% | -66.2% | +101.9% | +51.8% |
| 3Y | +282.9% | +54.7% | +228.2% | +253.0% |
| 5Y | +345.6% | -48.9% | +394.6% | +319.7% |
| All | +443.3% | -30.4% | +473.7% | +401.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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