+559.3%
ROKU vs AFL
+239.0%
+320.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | +2.1% | -4.0% | +6.1% | +3.6% |
| 3M | +29.5% | -0.5% | +30.0% | +29.6% |
| 6M | +53.8% | +6.5% | +47.3% | +49.5% |
| YTD | +42.8% | +6.2% | +36.6% | +38.6% |
| 1Y | +60.7% | +8.3% | +52.5% | +54.5% |
| 3Y | +83.9% | +62.5% | +21.4% | +50.2% |
| 5Y | -52.8% | +136.2% | -189.0% | -66.3% |
| All | +559.3% | +239.0% | +320.2% | +448.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling