-53.1%
ROKU vs ACI
-44.6%
-8.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -2.6% | -7.1% | +4.4% | -2.3% |
| 30D | +2.1% | -4.5% | +6.6% | +2.3% |
| 3M | +31.8% | -22.3% | +54.1% | +32.9% |
| 6M | +53.3% | -28.4% | +81.7% | +54.9% |
| YTD | +42.1% | -29.5% | +71.6% | +43.5% |
| 1Y | +62.3% | -34.2% | +96.6% | +64.6% |
| 3Y | +84.6% | -45.7% | +130.3% | +88.3% |
| 5Y | -53.1% | -40.8% | -12.3% | -54.2% |
| All | -53.1% | -44.6% | -8.5% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling