+91.2%
ROKU vs ALC
+5.5%
+85.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.9% |
| 7D | +3.5% | +4.9% | -1.4% | +1.4% |
| 30D | +5.1% | +19.0% | -13.8% | -2.2% |
| 3M | +7.0% | +7.8% | -0.8% | +3.4% |
| 6M | +25.4% | +14.6% | +10.9% | +17.6% |
| YTD | +48.0% | -4.4% | +52.4% | +49.8% |
| 1Y | +53.1% | +1.4% | +51.7% | +50.7% |
| All | +91.2% | +5.5% | +85.6% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling