+562.1%
ROKU vs ACM
+89.0%
+473.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -1.3% | -3.7% | +2.4% | +0.6% |
| 30D | +5.9% | -11.1% | +17.0% | +11.4% |
| 3M | +23.9% | -8.0% | +31.9% | +27.5% |
| 6M | +59.6% | -29.7% | +89.2% | +87.9% |
| YTD | +43.4% | -29.4% | +72.8% | +67.4% |
| 1Y | +60.2% | -46.4% | +106.6% | +115.7% |
| 3Y | +90.4% | -22.3% | +112.7% | +109.1% |
| 5Y | -54.5% | +4.5% | -59.0% | -56.1% |
| All | +562.1% | +89.0% | +473.1% | +285.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling