+492.3%
APO vs ROKU
+883.2%
-390.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +3.9% | +1.5% | +2.4% | +3.6% |
| 3M | +3.8% | +25.7% | -22.0% | -0.4% |
| 6M | +22.3% | +54.5% | -32.2% | +13.4% |
| YTD | -7.8% | +43.2% | -51.0% | -13.7% |
| 1Y | -0.3% | +56.3% | -56.6% | -8.2% |
| 3Y | +57.1% | +86.1% | -29.0% | +35.6% |
| 5Y | +137.0% | -53.6% | +190.5% | +121.6% |
| All | +492.3% | +883.2% | -390.9% | +379.2% |
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