+74.2%
AA vs ROKU
+82.2%
-8.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.6% | -5.0% |
| 7D | -5.4% | -2.6% | -2.7% | -4.7% |
| 30D | -10.7% | +2.1% | -12.8% | -11.2% |
| 3M | -26.2% | +31.8% | -58.0% | -32.0% |
| 6M | -20.9% | +53.3% | -74.2% | -30.7% |
| YTD | -8.6% | +42.1% | -50.7% | -18.4% |
| 1Y | +57.4% | +62.3% | -4.9% | +34.7% |
| All | +74.2% | +82.2% | -8.0% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling