+132.1%
APO vs ROKU
-54.7%
+186.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | -4.9% | -2.6% | -2.2% | -4.3% |
| 30D | -8.4% | +2.1% | -10.6% | -8.9% |
| 3M | -2.1% | +31.8% | -33.8% | -9.0% |
| 6M | +19.2% | +53.3% | -34.0% | +6.5% |
| YTD | -10.5% | +42.1% | -52.6% | -19.0% |
| 1Y | -2.7% | +62.3% | -65.0% | -15.1% |
| 3Y | +52.5% | +84.6% | -32.2% | +21.0% |
| 5Y | +132.1% | -53.1% | +185.1% | +116.5% |
| All | +132.1% | -54.7% | +186.8% | +116.5% |
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 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