-41.6%
ROKU vs APD
+12.1%
-53.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | +3.5% | -3.7% | +7.1% | +5.1% |
| 30D | +5.1% | +9.6% | -4.5% | +1.0% |
| 3M | +7.0% | +2.3% | +4.7% | +5.7% |
| 6M | +25.4% | +2.8% | +22.6% | +23.2% |
| YTD | +48.0% | +26.7% | +21.3% | +29.8% |
| 1Y | +53.1% | +20.9% | +32.2% | +36.7% |
| 3Y | +92.7% | +13.1% | +79.6% | +73.6% |
| All | -41.6% | +12.1% | -53.7% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling