-43.0%
ACN vs ROKU
+80.8%
-123.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | -6.3% | -3.0% | -3.3% | -5.9% |
| 30D | -1.4% | +0.7% | -2.1% | -1.5% |
| 3M | +2.6% | +26.5% | -23.9% | -0.9% |
| 6M | -14.3% | +52.6% | -66.9% | -19.5% |
| YTD | -33.1% | +40.9% | -74.1% | -36.7% |
| 1Y | -28.8% | +57.6% | -86.4% | -33.8% |
| All | -43.0% | +80.8% | -123.8% | -48.9% |
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