+25.0%
ALAB vs ROKU
+62.9%
-37.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.1% |
| 7D | -6.2% | -0.4% | -5.8% | -6.1% |
| 30D | -8.7% | +2.1% | -10.7% | -9.7% |
| 3M | -20.7% | +29.5% | -50.2% | -30.6% |
| 6M | +133.5% | +53.8% | +79.7% | +80.5% |
| YTD | +75.1% | +42.8% | +32.2% | +36.6% |
| 1Y | +25.0% | +60.7% | -35.7% | -7.2% |
| All | +25.0% | +62.9% | -37.9% | -7.2% |
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