+208.4%
AG vs ROKU
+867.7%
-659.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.6% | +2.2% |
| 7D | -0.1% | -3.0% | +2.9% | +0.2% |
| 30D | +12.5% | +0.7% | +11.8% | +12.4% |
| 3M | +28.2% | +26.5% | +1.7% | +24.8% |
| 6M | -18.8% | +52.6% | -71.5% | -22.4% |
| YTD | +27.4% | +40.9% | -13.6% | +22.9% |
| 1Y | +132.2% | +57.6% | +74.5% | +121.5% |
| 3Y | +286.9% | +83.2% | +203.7% | +255.7% |
| 5Y | +72.8% | -54.8% | +127.6% | +65.7% |
| All | +208.4% | +867.7% | -659.4% | +206.0% |
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