-8.2%
AAL vs ROKU
+80.8%
-88.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -1.3% | -3.0% | +1.7% | -0.4% |
| 30D | -13.7% | +0.7% | -14.4% | -14.0% |
| 3M | -8.2% | +26.5% | -34.6% | -15.0% |
| 6M | +13.1% | +52.6% | -39.5% | -1.5% |
| YTD | -15.6% | +40.9% | -56.5% | -25.1% |
| 1Y | +1.4% | +57.6% | -56.2% | -13.5% |
| All | -8.2% | +80.8% | -88.9% | -24.8% |
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