+176.6%
AMGN vs ROKU
+867.7%
-691.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -11.6% | -3.0% | -8.6% | -11.5% |
| 30D | -5.7% | +0.7% | -6.4% | -5.7% |
| 3M | +14.2% | +26.5% | -12.2% | +12.7% |
| 6M | +5.2% | +52.6% | -47.5% | +2.7% |
| YTD | +22.0% | +40.9% | -18.9% | +19.4% |
| 1Y | +43.6% | +57.6% | -14.0% | +39.7% |
| 3Y | +65.0% | +83.2% | -18.2% | +56.1% |
| 5Y | +112.0% | -54.8% | +166.9% | +111.6% |
| All | +176.6% | +867.7% | -691.2% | +128.9% |
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 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