-31.2%
AMT vs ROKU
-54.7%
+23.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.4% |
| 7D | -2.7% | -2.6% | 0.0% | -2.5% |
| 30D | +2.0% | +2.1% | -0.1% | +1.9% |
| 3M | -9.3% | +31.8% | -41.1% | -10.9% |
| 6M | -5.2% | +53.3% | -58.5% | -7.9% |
| YTD | +0.5% | +42.1% | -41.6% | -2.1% |
| 1Y | -7.3% | +62.3% | -69.6% | -10.5% |
| 3Y | +6.2% | +84.6% | -78.4% | -1.3% |
| 5Y | -31.2% | -53.1% | +21.9% | -34.8% |
| All | -31.2% | -54.7% | +23.5% | -34.8% |
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