+53.4%
ROKU vs AFL
+18.6%
+34.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.5% |
| 7D | +4.8% | +2.9% | +1.9% | +4.9% |
| 30D | +6.1% | +11.5% | -5.4% | +6.8% |
| 3M | +10.5% | +0.6% | +9.9% | +10.0% |
| 6M | +29.2% | +11.7% | +17.5% | +31.3% |
| YTD | +50.0% | +15.4% | +34.6% | +50.3% |
| 1Y | +53.4% | +17.6% | +35.8% | +53.4% |
| All | +53.4% | +18.6% | +34.8% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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