+60.5%
ROKU vs AR
+3.7%
+56.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | 0.0% |
| 7D | +3.5% | -14.3% | +17.7% | +2.4% |
| 30D | +5.1% | +1.4% | +3.7% | +5.1% |
| 3M | +7.0% | +3.4% | +3.6% | +7.3% |
| 6M | +25.4% | -2.1% | +27.5% | +25.1% |
| YTD | +48.0% | +4.7% | +43.3% | +45.1% |
| All | +60.5% | +3.7% | +56.8% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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