+53.4%
ROKU vs ALM
+44.8%
+8.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +1.4% |
| 7D | +4.8% | -6.4% | +11.2% | +5.5% |
| 30D | +6.1% | -35.0% | +41.1% | +11.2% |
| 3M | +10.5% | -33.8% | +44.3% | +14.4% |
| 6M | +29.2% | -55.0% | +84.2% | +39.3% |
| YTD | +50.0% | -0.2% | +50.3% | +44.4% |
| 1Y | +53.4% | +41.8% | +11.6% | +39.6% |
| All | +53.4% | +44.8% | +8.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling