+33.4%
AG vs ROKU
+53.8%
-20.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.5% | +7.6% | +8.3% |
| 7D | -2.6% | +4.8% | -7.4% | -5.2% |
| 30D | -12.1% | +6.1% | -18.2% | -15.2% |
| 3M | -6.6% | +10.5% | -17.1% | -12.2% |
| 6M | -20.5% | +29.2% | -49.6% | -32.4% |
| YTD | -7.4% | +50.0% | -57.5% | -29.8% |
| 1Y | +33.4% | +53.4% | -20.0% | +4.7% |
| All | +33.4% | +53.8% | -20.4% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling