-53.4%
ROKU vs ACM
+1.3%
-54.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | +0.4% |
| 7D | -3.0% | -3.7% | +0.6% | -0.7% |
| 30D | +0.7% | -12.7% | +13.4% | +8.8% |
| 3M | +26.5% | -9.8% | +36.3% | +32.7% |
| 6M | +52.6% | -31.4% | +84.0% | +93.6% |
| YTD | +40.9% | -32.1% | +73.0% | +77.7% |
| 1Y | +57.6% | -47.8% | +105.5% | +142.6% |
| 3Y | +83.2% | -22.1% | +105.3% | +92.4% |
| All | -53.4% | +1.3% | -54.7% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling