-52.0%
ROKU vs ATI
+1,029.4%
-1,081.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.4% | -5.6% | +5.2% | +1.8% |
| 30D | +2.1% | -13.7% | +15.8% | +8.0% |
| 3M | +29.5% | -0.4% | +29.9% | +28.3% |
| 6M | +53.8% | +26.2% | +27.6% | +36.7% |
| YTD | +42.8% | +73.2% | -30.4% | +10.5% |
| 1Y | +60.7% | +161.6% | -100.9% | +3.2% |
| 3Y | +83.9% | +346.2% | -262.3% | -13.4% |
| All | -52.0% | +1,029.4% | -1,081.4% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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