+559.3%
ROKU vs ACM
+80.3%
+478.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -0.4% | -4.6% | +4.2% | +1.9% |
| 30D | +2.1% | +4.1% | -2.0% | -0.5% |
| 3M | +29.5% | -8.3% | +37.8% | +33.3% |
| 6M | +53.8% | -30.1% | +83.8% | +81.4% |
| YTD | +42.8% | -32.6% | +75.4% | +70.7% |
| 1Y | +60.7% | -49.6% | +110.3% | +123.3% |
| 3Y | +83.9% | -23.0% | +106.9% | +103.0% |
| 5Y | -52.8% | +2.0% | -54.8% | -53.8% |
| All | +559.3% | +80.3% | +478.9% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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