+7.7%
AAL vs ROKU
+53.8%
-46.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +5.9% |
| 7D | +8.3% | +4.8% | +3.6% | +6.8% |
| 30D | +6.2% | +6.1% | +0.1% | +4.4% |
| 3M | -17.7% | +10.5% | -28.2% | -20.1% |
| 6M | +15.4% | +29.2% | -13.8% | +6.7% |
| YTD | -11.1% | +50.0% | -61.1% | -20.9% |
| 1Y | +7.7% | +53.4% | -45.7% | -4.5% |
| All | +7.7% | +53.8% | -46.1% | -4.5% |
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 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