+559.3%
ROKU vs ALM
+1,364.8%
-805.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.9% |
| 7D | -0.4% | -11.8% | +11.4% | +0.2% |
| 30D | +2.1% | +7.8% | -5.7% | +1.5% |
| 3M | +29.5% | -9.3% | +38.8% | +29.5% |
| 6M | +53.8% | -30.5% | +84.3% | +55.1% |
| YTD | +42.8% | +75.8% | -33.0% | +37.7% |
| 1Y | +60.7% | +241.2% | -180.5% | +50.1% |
| 3Y | +83.9% | +1,872.6% | -1,788.7% | +57.1% |
| 5Y | -52.8% | +849.6% | -902.4% | -59.0% |
| All | +559.3% | +1,364.8% | -805.5% | +471.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling