+562.1%
ROKU vs ACGL
+213.0%
+349.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | +5.9% | -1.0% | +6.9% | +6.1% |
| 3M | +23.9% | +11.0% | +12.8% | +20.5% |
| 6M | +59.6% | -0.3% | +59.9% | +59.1% |
| YTD | +43.4% | +2.3% | +41.1% | +41.6% |
| 1Y | +60.2% | +6.4% | +53.8% | +56.1% |
| 3Y | +90.4% | +34.0% | +56.4% | +70.6% |
| 5Y | -54.5% | +161.6% | -216.2% | -67.9% |
| All | +562.1% | +213.0% | +349.1% | +305.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling