-52.0%
ROKU vs AGI
+400.3%
-452.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -0.4% | -2.7% | +2.3% | +0.2% |
| 30D | +2.1% | +7.2% | -5.2% | 0.0% |
| 3M | +29.5% | +4.3% | +25.2% | +27.1% |
| 6M | +53.8% | -27.1% | +80.9% | +64.2% |
| YTD | +42.8% | -6.6% | +49.4% | +42.8% |
| 1Y | +60.7% | +9.5% | +51.2% | +53.4% |
| 3Y | +83.9% | +208.4% | -124.6% | +26.2% |
| All | -52.0% | +400.3% | -452.3% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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