+928.2%
AMAT vs ROKU
+883.2%
+45.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.1% | +4.0% |
| 7D | +7.0% | -0.1% | +7.1% | +7.0% |
| 30D | -12.2% | +1.5% | -13.7% | -12.5% |
| 3M | -3.8% | +25.7% | -29.5% | -8.5% |
| 6M | +45.9% | +54.5% | -8.5% | +33.2% |
| YTD | +84.6% | +43.2% | +41.4% | +70.6% |
| 1Y | +193.4% | +56.3% | +137.1% | +166.2% |
| 3Y | +228.1% | +86.1% | +142.0% | +170.9% |
| 5Y | +268.9% | -53.6% | +322.5% | +252.1% |
| All | +928.2% | +883.2% | +45.0% | +640.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling