+550.6%
ROKU vs AIG
+53.5%
+497.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.7% |
| 7D | -3.0% | -1.4% | -1.6% | -2.5% |
| 30D | +0.7% | -3.3% | +4.0% | +1.9% |
| 3M | +26.5% | +2.2% | +24.3% | +25.2% |
| 6M | +52.6% | -2.1% | +54.8% | +53.4% |
| YTD | +40.9% | -11.2% | +52.1% | +46.1% |
| 1Y | +57.6% | -2.1% | +59.8% | +57.1% |
| 3Y | +83.2% | +34.4% | +48.8% | +62.7% |
| 5Y | -54.8% | +53.7% | -108.5% | -61.5% |
| All | +550.6% | +53.5% | +497.1% | +502.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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