+131.7%
ABT vs ROKU
+883.2%
-751.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -2.1% | +1.5% | -3.6% | -2.2% |
| 3M | +17.4% | +25.7% | -8.3% | +15.3% |
| 6M | -2.4% | +54.5% | -56.9% | -5.8% |
| YTD | -14.2% | +43.2% | -57.4% | -16.9% |
| 1Y | -18.3% | +56.3% | -74.6% | -21.5% |
| 3Y | +11.5% | +86.1% | -74.6% | +2.7% |
| 5Y | -9.9% | -53.6% | +43.7% | -11.9% |
| All | +131.7% | +883.2% | -751.4% | +86.1% |
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