+33.9%
ALNY vs ROKU
-52.4%
+86.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | -6.5% | -0.4% | -6.1% | -6.5% |
| 30D | +11.0% | +2.1% | +9.0% | +10.6% |
| 3M | -14.1% | +29.5% | -43.6% | -18.2% |
| 6M | -22.4% | +53.8% | -76.2% | -28.8% |
| YTD | -37.5% | +42.8% | -80.3% | -42.0% |
| 1Y | -46.9% | +60.7% | -107.7% | -52.1% |
| 3Y | +22.1% | +83.9% | -61.8% | +1.2% |
| All | +33.9% | -52.4% | +86.3% | +21.2% |
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 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