-18.4%
AMT vs ROKU
-41.1%
+22.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +0.5% | +3.5% | -2.9% | +0.3% |
| 30D | +13.6% | +5.1% | +8.5% | +13.2% |
| 3M | +11.5% | +7.0% | +4.5% | +11.0% |
| 6M | +6.9% | +25.4% | -18.5% | +5.3% |
| YTD | +10.8% | +48.0% | -37.1% | +7.8% |
| 1Y | +10.3% | +53.1% | -42.8% | +7.0% |
| 3Y | +12.4% | +92.7% | -80.3% | +4.7% |
| All | -18.4% | -41.1% | +22.7% | -22.5% |
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