+253.4%
AG vs ROKU
+83.2%
+170.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.5% | -3.0% |
| 7D | -6.7% | -0.4% | -6.3% | -6.7% |
| 30D | +2.2% | +2.1% | +0.1% | +1.7% |
| 3M | +15.7% | +29.5% | -13.8% | +9.0% |
| 6M | -23.8% | +53.8% | -77.6% | -30.5% |
| YTD | +17.6% | +42.8% | -25.2% | +8.5% |
| 1Y | +88.6% | +60.7% | +27.9% | +70.7% |
| 3Y | +253.4% | +83.9% | +169.5% | +258.7% |
| All | +253.4% | +83.2% | +170.3% | +258.7% |
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 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