-53.1%
ROKU vs ABCL
-81.2%
+28.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -0.1% | +1.4% | -1.5% | -0.6% |
| 30D | +1.5% | +65.1% | -63.6% | -16.3% |
| 3M | +25.7% | +111.1% | -85.4% | -6.9% |
| 6M | +54.5% | +231.6% | -177.1% | -4.2% |
| YTD | +43.2% | +234.5% | -191.3% | -13.4% |
| 1Y | +56.3% | +174.3% | -118.0% | -1.3% |
| 3Y | +86.1% | +111.5% | -25.4% | +15.6% |
| 5Y | -53.6% | -37.3% | -16.3% | -60.3% |
| All | -53.1% | -81.2% | +28.2% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ABCL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling