-63.9%
ALNY vs ROKU
+50.4%
-114.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -2.7% |
| 7D | -10.0% | +2.6% | -12.5% | -10.1% |
| 30D | -30.0% | +5.5% | -35.5% | -30.2% |
| 3M | -31.5% | +9.1% | -40.6% | -31.8% |
| 6M | -48.0% | +28.9% | -76.9% | -48.5% |
| YTD | -60.6% | +47.8% | -108.4% | -63.4% |
| 1Y | -63.9% | +51.8% | -115.7% | -65.8% |
| All | -63.9% | +50.4% | -114.3% | -65.8% |
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