-53.1%
ROKU vs ALC
-19.4%
-33.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +2.8% |
| 7D | -2.6% | -7.7% | +5.0% | +3.0% |
| 30D | +2.1% | -11.7% | +13.8% | +11.4% |
| 3M | +31.8% | +0.7% | +31.1% | +29.9% |
| 6M | +53.3% | -17.1% | +70.4% | +72.5% |
| YTD | +42.1% | -15.1% | +57.2% | +56.7% |
| 1Y | +62.3% | -14.1% | +76.4% | +76.3% |
| 3Y | +84.6% | -18.2% | +102.8% | +95.2% |
| 5Y | -53.1% | -19.2% | -33.9% | -49.7% |
| All | -53.1% | -19.4% | -33.7% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling