+220.6%
APLD vs ROKU
+41.7%
+178.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.1% | +9.6% | +9.7% |
| 7D | -12.7% | +3.5% | -16.2% | -14.0% |
| 30D | -34.7% | +5.1% | -39.8% | -36.2% |
| 3M | -46.1% | +7.0% | -53.1% | -47.9% |
| 6M | -64.9% | +25.4% | -90.3% | -68.8% |
| YTD | -36.6% | +48.0% | -84.5% | -48.3% |
| 1Y | -50.0% | +53.1% | -103.1% | -60.0% |
| 3Y | +190.1% | +92.7% | +97.4% | +95.4% |
| All | +220.6% | +41.7% | +178.9% | +114.5% |
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