+555.8%
ROKU vs ACGL
+206.9%
+348.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.6% | -3.6% | +1.0% | -1.8% |
| 30D | +2.1% | -2.1% | +4.2% | +2.6% |
| 3M | +31.8% | +5.4% | +26.4% | +29.9% |
| 6M | +53.3% | 0.0% | +53.3% | +52.7% |
| YTD | +42.1% | +0.3% | +41.8% | +40.9% |
| 1Y | +62.3% | +6.2% | +56.2% | +58.2% |
| 3Y | +84.6% | +30.9% | +53.7% | +66.4% |
| 5Y | -53.1% | +159.8% | -212.9% | -66.8% |
| All | +555.8% | +206.9% | +348.9% | +303.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling