+3,648.6%
AMD vs ROKU
+884.7%
+2,763.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.1% |
| 7D | +2.6% | -1.3% | +3.9% | +2.9% |
| 30D | -0.9% | +5.9% | -6.8% | -2.4% |
| 3M | -8.7% | +23.9% | -32.6% | -14.1% |
| 6M | +136.3% | +59.6% | +76.8% | +108.2% |
| YTD | +123.0% | +43.4% | +79.6% | +101.5% |
| 1Y | +195.2% | +60.2% | +135.0% | +158.4% |
| 3Y | +336.3% | +90.4% | +245.9% | +242.0% |
| 5Y | +334.5% | -54.5% | +389.0% | +325.6% |
| All | +3,648.6% | +884.7% | +2,763.8% | +2,423.0% |
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