+52.3%
ACN vs ROKU
+883.2%
-830.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | +1.9% | +1.5% | +0.4% | +1.7% |
| 3M | +3.9% | +25.7% | -21.8% | +1.1% |
| 6M | -15.0% | +54.5% | -69.5% | -19.3% |
| YTD | -31.9% | +43.2% | -75.1% | -34.9% |
| 1Y | -28.5% | +56.3% | -84.8% | -32.5% |
| 3Y | -41.9% | +86.1% | -128.0% | -48.0% |
| 5Y | -42.9% | -53.6% | +10.7% | -45.5% |
| All | +52.3% | +883.2% | -830.9% | +22.1% |
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