+42.6%
APO vs ROKU
+98.8%
-56.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.8% | +3.5% | -2.7% | -0.2% |
| 30D | +1.0% | +5.1% | -4.1% | -0.3% |
| 3M | -8.4% | +7.0% | -15.4% | -10.1% |
| 6M | -9.1% | +25.4% | -34.5% | -15.3% |
| YTD | -18.3% | +48.0% | -66.3% | -28.0% |
| 1Y | -8.0% | +53.1% | -61.1% | -19.9% |
| All | +42.6% | +98.8% | -56.2% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling