+561.0%
ROKU vs ALM
+1,708.0%
-1,147.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.8% | -9.0% | -0.6% |
| 7D | -0.1% | +8.4% | -8.5% | -0.6% |
| 30D | +1.5% | +34.8% | -33.4% | -0.3% |
| 3M | +25.7% | +16.2% | +9.5% | +24.1% |
| 6M | +54.5% | +2.1% | +52.3% | +52.8% |
| YTD | +43.2% | +117.0% | -73.8% | +36.6% |
| 1Y | +56.3% | +313.9% | -257.6% | +44.5% |
| 3Y | +86.1% | +2,327.9% | -2,241.8% | +57.3% |
| 5Y | -53.6% | +1,040.6% | -1,094.2% | -60.1% |
| All | +561.0% | +1,708.0% | -1,147.0% | +467.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling