-7.2%
AON vs ROKU
+83.2%
-90.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | -6.3% | -0.4% | -5.9% | -6.3% |
| 30D | -14.1% | +2.1% | -16.2% | -14.2% |
| 3M | -9.5% | +29.5% | -39.0% | -10.6% |
| 6M | -4.0% | +53.8% | -57.8% | -6.1% |
| YTD | -13.8% | +42.8% | -56.6% | -15.5% |
| 1Y | -18.3% | +60.7% | -79.0% | -20.3% |
| 3Y | -7.2% | +83.9% | -91.1% | -14.8% |
| All | -7.2% | +83.2% | -90.4% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling