+142.7%
AMAT vs ROKU
+90.6%
+52.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -14.7% | +3.5% | -18.2% | -15.3% |
| 30D | -36.1% | +5.1% | -41.2% | -36.8% |
| 3M | -36.9% | +7.0% | -43.8% | -37.9% |
| 6M | -22.2% | +25.4% | -47.6% | -26.6% |
| YTD | +29.9% | +48.0% | -18.0% | +17.0% |
| 1Y | +43.3% | +53.1% | -9.9% | +27.9% |
| 3Y | +142.7% | +92.7% | +50.0% | +86.8% |
| All | +142.7% | +90.6% | +52.1% | +86.8% |
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