+427.5%
AEM vs ROKU
+867.7%
-440.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.4% |
| 7D | +3.0% | -3.0% | +6.0% | +3.2% |
| 30D | +12.5% | +0.7% | +11.8% | +12.5% |
| 3M | +26.9% | +26.5% | +0.5% | +25.4% |
| 6M | -9.4% | +52.6% | -62.1% | -11.3% |
| YTD | +20.3% | +40.9% | -20.7% | +18.2% |
| 1Y | +33.8% | +57.6% | -23.9% | +30.8% |
| 3Y | +349.8% | +83.2% | +266.6% | +331.4% |
| 5Y | +301.0% | -54.8% | +355.8% | +292.7% |
| All | +427.5% | +867.7% | -440.3% | +409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling