+559.3%
ROKU vs AU
+1,257.8%
-698.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -0.4% | -4.3% | +3.8% | 0.0% |
| 30D | +2.1% | +7.3% | -5.2% | +1.2% |
| 3M | +29.5% | +26.3% | +3.2% | +26.1% |
| 6M | +53.8% | +1.8% | +52.0% | +52.3% |
| YTD | +42.8% | +26.8% | +16.0% | +38.7% |
| 1Y | +60.7% | +66.7% | -6.0% | +52.3% |
| 3Y | +83.9% | +579.1% | -495.2% | +51.5% |
| 5Y | -52.8% | +689.3% | -742.1% | -61.8% |
| All | +559.3% | +1,257.8% | -698.5% | +578.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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