-72.0%
AAL vs ROKU
+883.2%
-955.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -19.0% | +1.5% | -20.5% | -19.2% |
| 3M | -5.1% | +25.7% | -30.8% | -8.7% |
| 6M | +15.5% | +54.5% | -39.0% | +7.4% |
| YTD | -15.8% | +43.2% | -59.0% | -21.0% |
| 1Y | -0.3% | +56.3% | -56.6% | -7.9% |
| 3Y | -7.7% | +86.1% | -93.8% | -19.6% |
| 5Y | -32.5% | -53.6% | +21.1% | -38.0% |
| All | -72.0% | +883.2% | -955.2% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling