+746.7%
APH vs ROKU
+875.4%
-128.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -2.2% | -2.6% | +0.4% | -1.9% |
| 30D | -4.0% | +2.1% | -6.2% | -4.3% |
| 3M | +7.7% | +31.8% | -24.1% | +4.0% |
| 6M | +17.8% | +53.3% | -35.5% | +11.5% |
| YTD | +19.2% | +42.1% | -22.9% | +13.7% |
| 1Y | +35.7% | +62.3% | -26.6% | +27.3% |
| 3Y | +282.9% | +84.6% | +198.3% | +243.7% |
| 5Y | +345.6% | -53.1% | +398.7% | +324.4% |
| All | +746.7% | +875.4% | -128.8% | +582.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling