+365.7%
ALAB vs ROKU
+142.0%
+223.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.8% | -6.9% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | -13.6% | +1.5% | -15.0% | -14.3% |
| 3M | -16.6% | +25.7% | -42.3% | -26.6% |
| 6M | +142.3% | +54.5% | +87.9% | +90.5% |
| YTD | +73.6% | +43.2% | +30.4% | +41.0% |
| 1Y | +33.7% | +56.3% | -22.6% | +3.2% |
| All | +365.7% | +142.0% | +223.6% | +173.5% |
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