+562.1%
ROKU vs AR
+93.9%
+468.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -1.3% | +2.5% | -3.8% | -1.6% |
| 30D | +5.9% | +14.8% | -8.9% | +3.9% |
| 3M | +23.9% | +6.2% | +17.7% | +22.7% |
| 6M | +59.6% | +4.3% | +55.3% | +57.8% |
| YTD | +43.4% | +14.4% | +29.0% | +39.9% |
| 1Y | +60.2% | +21.3% | +38.8% | +54.5% |
| 3Y | +90.4% | +39.8% | +50.6% | +79.5% |
| 5Y | -54.5% | +142.1% | -196.6% | -59.8% |
| All | +562.1% | +93.9% | +468.1% | +728.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling