+53.4%
ROKU vs ADVB
-76.7%
+130.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +1.5% |
| 7D | +4.8% | -29.5% | +34.3% | +5.0% |
| 30D | +6.1% | -66.9% | +73.0% | +6.7% |
| 3M | +10.5% | -73.7% | +84.2% | +11.2% |
| 6M | +29.2% | -64.8% | +93.9% | +27.0% |
| YTD | +50.0% | -64.0% | +114.1% | +46.0% |
| 1Y | +53.4% | -77.0% | +130.4% | +53.1% |
| All | +53.4% | -76.7% | +130.1% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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