+60.7%
ROKU vs ACM
-48.8%
+109.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -0.4% | -4.6% | +4.2% | +0.6% |
| 30D | +2.1% | +4.1% | -2.0% | +0.9% |
| 3M | +29.5% | -8.3% | +37.8% | +31.5% |
| 6M | +53.8% | -30.1% | +83.8% | +69.1% |
| YTD | +42.8% | -32.6% | +75.4% | +59.7% |
| 1Y | +60.7% | -49.6% | +110.3% | +95.9% |
| All | +60.7% | -48.8% | +109.5% | +95.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling