+773.4%
APH vs ROKU
+884.7%
-111.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | +5.0% | -1.3% | +6.3% | +5.1% |
| 30D | -3.9% | +5.9% | -9.8% | -4.6% |
| 3M | +13.0% | +23.9% | -10.9% | +9.8% |
| 6M | +25.2% | +59.6% | -34.4% | +17.9% |
| YTD | +22.9% | +43.4% | -20.5% | +17.2% |
| 1Y | +47.8% | +60.2% | -12.3% | +38.9% |
| 3Y | +283.0% | +90.4% | +192.6% | +242.7% |
| 5Y | +349.7% | -54.5% | +404.2% | +329.2% |
| All | +773.4% | +884.7% | -111.4% | +603.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling