-11.3%
ABT vs ROKU
-52.4%
+41.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -5.9% | -0.4% | -5.5% | -5.9% |
| 30D | -8.1% | +2.1% | -10.1% | -8.2% |
| 3M | +14.5% | +29.5% | -15.0% | +12.5% |
| 6M | -6.3% | +53.8% | -60.1% | -9.2% |
| YTD | -17.1% | +42.8% | -59.9% | -19.4% |
| 1Y | -21.4% | +60.7% | -82.1% | -24.3% |
| 3Y | +5.9% | +83.9% | -78.0% | -1.8% |
| All | -11.3% | -52.4% | +41.2% | -16.6% |
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