+623.6%
AMAT vs ROKU
+915.9%
-292.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -14.7% | +3.5% | -18.2% | -15.2% |
| 30D | -36.1% | +5.1% | -41.2% | -36.7% |
| 3M | -36.9% | +7.0% | -43.8% | -37.7% |
| 6M | -22.2% | +25.4% | -47.6% | -26.0% |
| YTD | +29.9% | +48.0% | -18.0% | +19.3% |
| 1Y | +43.3% | +53.1% | -9.9% | +30.5% |
| 3Y | +142.7% | +92.7% | +50.0% | +100.9% |
| 5Y | +126.2% | -42.4% | +168.6% | +108.7% |
| All | +623.6% | +915.9% | -292.4% | +417.2% |
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