+26.4%
ROKU vs ACI
+21.2%
+5.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.4% |
| 7D | -0.4% | -3.7% | +3.3% | -0.3% |
| 30D | +2.1% | +0.6% | +1.5% | +2.0% |
| 3M | +29.5% | -20.3% | +49.8% | +30.2% |
| 6M | +53.8% | -24.7% | +78.4% | +54.7% |
| YTD | +42.8% | -27.2% | +70.0% | +43.7% |
| 1Y | +60.7% | -32.7% | +93.5% | +62.3% |
| 3Y | +83.9% | -43.9% | +127.8% | +86.3% |
| 5Y | -52.8% | -38.9% | -13.9% | -52.8% |
| All | +26.4% | +21.2% | +5.2% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling