+428.7%
AMKR vs ROKU
+880.6%
-451.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.3% |
| 7D | +8.3% | -0.4% | +8.7% | +8.4% |
| 30D | -6.8% | +2.1% | -8.8% | -7.2% |
| 3M | -31.9% | +29.5% | -61.4% | -35.8% |
| 6M | +18.4% | +53.8% | -35.4% | +7.8% |
| YTD | +31.7% | +42.8% | -11.1% | +21.5% |
| 1Y | +105.2% | +60.7% | +44.5% | +84.7% |
| 3Y | +147.7% | +83.9% | +63.9% | +107.1% |
| 5Y | +99.4% | -52.8% | +152.2% | +90.8% |
| All | +428.7% | +880.6% | -451.8% | +303.2% |
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