+888.9%
AMAT vs ROKU
+884.7%
+4.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.6% |
| 7D | -1.5% | -1.3% | -0.2% | -1.3% |
| 30D | -14.8% | +5.9% | -20.7% | -15.8% |
| 3M | -9.3% | +23.9% | -33.2% | -13.4% |
| 6M | +27.4% | +59.6% | -32.2% | +15.5% |
| YTD | +77.6% | +43.4% | +34.2% | +64.1% |
| 1Y | +188.9% | +60.2% | +128.8% | +160.9% |
| 3Y | +202.3% | +90.4% | +111.9% | +148.5% |
| 5Y | +248.9% | -54.5% | +303.4% | +234.2% |
| All | +888.9% | +884.7% | +4.1% | +611.6% |
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