+460.4%
APH vs RBLX
-32.9%
+493.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.5% | +0.3% |
| 7D | +5.0% | +12.4% | -7.4% | +3.3% |
| 30D | -3.9% | +19.7% | -23.6% | -6.3% |
| 3M | +13.0% | -0.1% | +13.1% | +11.5% |
| 6M | +25.2% | -35.7% | +60.9% | +30.3% |
| YTD | +22.9% | -46.6% | +69.5% | +30.5% |
| 1Y | +47.8% | -66.6% | +114.5% | +65.7% |
| 3Y | +283.0% | +52.3% | +230.7% | +254.0% |
| 5Y | +349.7% | -47.7% | +397.4% | +324.2% |
| All | +460.4% | -32.9% | +493.3% | +419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling