+27.4%
AMAT vs ROKU
+65.4%
-38.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.7% |
| 7D | -1.5% | -1.3% | -0.2% | -1.3% |
| 30D | -14.8% | +5.9% | -20.7% | -15.9% |
| 3M | -9.3% | +23.9% | -33.2% | -14.3% |
| 6M | +27.4% | +59.6% | -32.2% | +6.4% |
| All | +27.4% | +65.4% | -38.0% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling