-41.5%
ACHR vs ROKU
-53.2%
+11.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | +4.3% | +1.5% | +2.8% | +3.4% |
| 3M | +1.7% | +25.7% | -24.0% | -10.3% |
| 6M | -6.9% | +54.5% | -61.3% | -25.6% |
| YTD | -22.5% | +43.2% | -65.7% | -36.2% |
| 1Y | -31.5% | +56.3% | -87.8% | -46.0% |
| 3Y | -14.4% | +86.1% | -100.5% | -42.1% |
| 5Y | -41.6% | -53.6% | +11.9% | -49.1% |
| All | -41.5% | -53.2% | +11.7% | -46.7% |
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