+559.3%
ROKU vs APTV
-43.7%
+603.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | -0.4% | -5.0% | +4.6% | +1.9% |
| 30D | +2.1% | -6.1% | +8.1% | +4.8% |
| 3M | +29.5% | -33.0% | +62.5% | +53.9% |
| 6M | +53.8% | -35.2% | +89.0% | +82.4% |
| YTD | +42.8% | -40.1% | +83.0% | +75.2% |
| 1Y | +60.7% | -45.6% | +106.3% | +106.2% |
| 3Y | +83.9% | -54.4% | +138.2% | +148.2% |
| 5Y | -52.8% | -68.9% | +16.1% | -25.0% |
| All | +559.3% | -43.7% | +603.0% | +851.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling