+81.5%
ROKU vs ACM
-22.3%
+103.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | 0.0% |
| 7D | -3.0% | -3.7% | +0.6% | -1.2% |
| 30D | +0.7% | -12.7% | +13.4% | +7.2% |
| 3M | +26.5% | -9.8% | +36.3% | +31.6% |
| 6M | +52.6% | -31.4% | +84.0% | +86.7% |
| YTD | +40.9% | -32.1% | +73.0% | +71.7% |
| 1Y | +57.6% | -47.8% | +105.5% | +129.7% |
| All | +81.5% | -22.3% | +103.8% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling