+430.4%
APH vs RBLX
-22.6%
+453.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.4% |
| 7D | +4.9% | +1.2% | +3.6% | +4.7% |
| 30D | -5.4% | +5.0% | -10.4% | -6.3% |
| 3M | -5.5% | +31.5% | -37.0% | -9.5% |
| 6M | +25.9% | +18.9% | +7.0% | +20.5% |
| YTD | +16.4% | -38.4% | +54.8% | +20.4% |
| 1Y | +16.5% | -50.7% | +67.2% | +23.9% |
| 3Y | +270.9% | +28.8% | +242.1% | +246.2% |
| 5Y | +289.5% | -53.6% | +343.1% | +262.8% |
| All | +430.4% | -22.6% | +453.0% | +379.1% |
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