+83.9%
ROKU vs APD
+5.0%
+78.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -0.4% | -3.3% | +2.8% | +0.5% |
| 30D | +2.1% | -4.2% | +6.2% | +3.3% |
| 3M | +29.5% | +5.4% | +24.1% | +27.3% |
| 6M | +53.8% | +6.3% | +47.5% | +50.1% |
| YTD | +42.8% | +20.3% | +22.5% | +32.4% |
| 1Y | +60.7% | +1.6% | +59.1% | +59.6% |
| 3Y | +83.9% | +4.0% | +79.9% | +76.2% |
| All | +83.9% | +5.0% | +78.9% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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