+2.7%
AA vs ROKU
-54.7%
+57.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.6% | -5.0% |
| 7D | -5.4% | -2.6% | -2.7% | -4.8% |
| 30D | -10.7% | +2.1% | -12.8% | -11.1% |
| 3M | -26.2% | +31.8% | -58.0% | -31.0% |
| 6M | -20.9% | +53.3% | -74.2% | -28.9% |
| YTD | -8.6% | +42.1% | -50.7% | -16.6% |
| 1Y | +57.4% | +62.3% | -4.9% | +38.9% |
| 3Y | +77.8% | +84.6% | -6.8% | +44.2% |
| 5Y | +2.7% | -53.1% | +55.7% | -12.5% |
| All | +2.7% | -54.7% | +57.4% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling