+16.0%
AA vs ROKU
+53.8%
-37.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.5% |
| 7D | +0.9% | +4.8% | -3.9% | +0.1% |
| 30D | -6.4% | +6.1% | -12.6% | -7.5% |
| 3M | -13.0% | +10.5% | -23.4% | -14.6% |
| 6M | -34.6% | +29.2% | -63.8% | -37.8% |
| YTD | -23.0% | +50.0% | -73.1% | -29.7% |
| 1Y | +16.0% | +53.4% | -37.4% | +8.1% |
| All | +16.0% | +53.8% | -37.8% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling