-54.8%
ROKU vs AR
+148.2%
-203.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.0% | -1.2% | -1.9% | -2.8% |
| 30D | +0.7% | +5.5% | -4.8% | -0.6% |
| 3M | +26.5% | +12.9% | +13.6% | +22.6% |
| 6M | +52.6% | +0.1% | +52.6% | +51.0% |
| YTD | +40.9% | +13.5% | +27.4% | +34.7% |
| 1Y | +57.6% | +21.6% | +36.1% | +47.2% |
| 3Y | +83.2% | +46.0% | +37.2% | +62.4% |
| 5Y | -54.8% | +143.7% | -198.6% | -59.5% |
| All | -54.8% | +148.2% | -203.0% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling