+550.6%
ROKU vs ATI
+783.0%
-232.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.0% | +2.4% | -5.4% | -3.6% |
| 30D | +0.7% | -9.5% | +10.2% | +3.0% |
| 3M | +26.5% | +10.4% | +16.1% | +22.8% |
| 6M | +52.6% | +31.8% | +20.8% | +41.6% |
| YTD | +40.9% | +80.0% | -39.0% | +21.2% |
| 1Y | +57.6% | +175.8% | -118.2% | +22.1% |
| 3Y | +83.2% | +364.2% | -281.1% | +23.8% |
| 5Y | -54.8% | +1,076.9% | -1,131.7% | -73.4% |
| All | +550.6% | +783.0% | -232.4% | +355.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling