+352.8%
APH vs ROKU
-54.7%
+407.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -3.3% | +1.5% | -4.8% | -3.6% |
| 3M | +14.0% | +25.7% | -11.7% | +9.4% |
| 6M | +24.4% | +54.5% | -30.0% | +15.2% |
| YTD | +21.4% | +43.2% | -21.8% | +13.5% |
| 1Y | +48.9% | +56.3% | -7.4% | +37.1% |
| 3Y | +290.1% | +86.1% | +204.0% | +234.8% |
| 5Y | +352.8% | -53.6% | +406.4% | +299.8% |
| All | +352.8% | -54.7% | +407.6% | +299.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling