-53.0%
ROKU vs ABCL
-81.3%
+28.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +5.9% | +93.1% | -87.2% | -17.2% |
| 3M | +23.9% | +79.4% | -55.5% | -3.2% |
| 6M | +59.6% | +214.9% | -155.3% | +0.7% |
| YTD | +43.4% | +234.2% | -190.8% | -13.3% |
| 1Y | +60.2% | +174.8% | -114.6% | +1.1% |
| 3Y | +90.4% | +104.5% | -14.1% | +19.8% |
| 5Y | -54.5% | -39.0% | -15.5% | -60.9% |
| All | -53.0% | -81.3% | +28.3% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling