+60.9%
AG vs ROKU
-52.7%
+113.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.0% |
| 7D | -5.8% | -2.6% | -3.2% | -5.4% |
| 30D | +6.4% | +2.1% | +4.2% | +5.9% |
| 3M | +28.4% | +31.8% | -3.4% | +22.0% |
| 6M | -24.5% | +53.3% | -77.7% | -29.8% |
| YTD | +21.2% | +42.1% | -20.9% | +13.9% |
| 1Y | +114.1% | +62.3% | +51.8% | +97.2% |
| 3Y | +268.0% | +84.6% | +183.4% | +222.0% |
| All | +60.9% | -52.7% | +113.6% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling