+337.5%
AMD vs ROKU
-54.8%
+392.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.2% |
| 7D | +2.6% | -1.3% | +3.9% | +3.0% |
| 30D | -0.9% | +5.9% | -6.8% | -2.7% |
| 3M | -8.7% | +23.9% | -32.6% | -15.1% |
| 6M | +136.3% | +59.6% | +76.8% | +102.8% |
| YTD | +123.0% | +43.4% | +79.6% | +97.2% |
| 1Y | +195.2% | +60.2% | +135.0% | +151.3% |
| 3Y | +336.3% | +90.4% | +245.9% | +224.4% |
| All | +337.5% | -54.8% | +392.3% | +323.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling