+338.7%
AEM vs ROKU
+83.2%
+255.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | -2.1% | -0.4% | -1.7% | -2.1% |
| 30D | +8.4% | +2.1% | +6.4% | +8.2% |
| 3M | +27.3% | +29.5% | -2.2% | +23.9% |
| 6M | -9.7% | +53.8% | -63.4% | -13.3% |
| YTD | +19.0% | +42.8% | -23.9% | +14.3% |
| 1Y | +31.5% | +60.7% | -29.3% | +25.5% |
| 3Y | +338.7% | +83.9% | +254.8% | +293.7% |
| All | +338.7% | +83.2% | +255.5% | +293.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 3y: compounded portfolio wealth divided by compounded ROKU 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…
3y analysis · Full analysis span regression · 6 months rolling