+103.4%
AMGN vs ROKU
-52.4%
+155.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | -13.7% | -0.4% | -13.3% | -13.7% |
| 30D | -8.8% | +2.1% | -10.9% | -8.9% |
| 3M | +7.2% | +29.5% | -22.3% | +6.2% |
| 6M | +1.3% | +53.8% | -52.5% | -0.3% |
| YTD | +17.6% | +42.8% | -25.2% | +16.0% |
| 1Y | +37.2% | +60.7% | -23.6% | +34.6% |
| 3Y | +57.7% | +83.9% | -26.2% | +51.9% |
| All | +103.4% | -52.4% | +155.9% | +98.3% |
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