+123.9%
AON vs ROKU
+867.7%
-743.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.4% |
| 7D | -7.9% | -3.0% | -4.9% | -7.8% |
| 30D | -14.6% | +0.7% | -15.3% | -14.7% |
| 3M | -7.9% | +26.5% | -34.4% | -9.1% |
| 6M | -8.0% | +52.6% | -60.6% | -10.3% |
| YTD | -13.2% | +40.9% | -54.2% | -15.1% |
| 1Y | -16.4% | +57.6% | -74.1% | -18.8% |
| 3Y | -6.7% | +83.2% | -89.8% | -11.9% |
| 5Y | +8.0% | -54.8% | +62.8% | +5.9% |
| All | +123.9% | +867.7% | -743.8% | +89.5% |
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