+60.2%
ROKU vs ACI
-32.3%
+92.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | +5.9% | +5.9% | 0.0% | +6.1% |
| 3M | +23.9% | -19.8% | +43.7% | +21.5% |
| 6M | +59.6% | -24.7% | +84.3% | +55.4% |
| YTD | +43.4% | -24.4% | +67.8% | +39.4% |
| 1Y | +60.2% | -31.5% | +91.6% | +66.3% |
| All | +60.2% | -32.3% | +92.5% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling