+479.5%
APO vs ROKU
+880.6%
-401.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -3.5% | -0.4% | -3.1% | -3.4% |
| 30D | -6.6% | +2.1% | -8.6% | -6.9% |
| 3M | -3.3% | +29.5% | -32.8% | -7.6% |
| 6M | +22.6% | +53.8% | -31.2% | +13.7% |
| YTD | -9.8% | +42.8% | -52.6% | -15.6% |
| 1Y | -3.9% | +60.7% | -64.6% | -11.9% |
| 3Y | +52.5% | +83.9% | -31.4% | +31.8% |
| 5Y | +134.0% | -52.8% | +186.8% | +118.6% |
| All | +479.5% | +880.6% | -401.0% | +369.1% |
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