-53.4%
ROKU vs ABCL
-82.9%
+29.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +2.4% |
| 7D | -2.6% | -9.6% | +6.9% | +0.4% |
| 30D | +2.1% | +7.2% | -5.0% | -1.3% |
| 3M | +31.8% | +105.5% | -73.7% | -1.8% |
| 6M | +53.3% | +193.0% | -139.7% | -1.2% |
| YTD | +42.1% | +205.8% | -163.8% | -11.8% |
| 1Y | +62.3% | +144.4% | -82.1% | +6.4% |
| 3Y | +84.6% | +93.3% | -8.7% | +17.8% |
| 5Y | -53.1% | -44.9% | -8.1% | -58.4% |
| All | -53.4% | -82.9% | +29.4% | -50.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling