+7.4%
ABT vs ROKU
+82.2%
-74.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.8% |
| 7D | -5.0% | -2.6% | -2.3% | -5.0% |
| 30D | -5.8% | +2.1% | -7.9% | -5.8% |
| 3M | +16.7% | +31.8% | -15.1% | +16.3% |
| 6M | -5.2% | +53.3% | -58.5% | -5.9% |
| YTD | -16.0% | +42.1% | -58.0% | -16.5% |
| 1Y | -18.3% | +62.3% | -80.6% | -19.0% |
| All | +7.4% | +82.2% | -74.8% | +4.9% |
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