+299.7%
ARM vs ROKU
+94.7%
+205.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -4.1% |
| 7D | +4.8% | -2.6% | +7.4% | +5.9% |
| 30D | -5.5% | +2.1% | -7.6% | -6.5% |
| 3M | -17.3% | +31.8% | -49.1% | -26.9% |
| 6M | +110.9% | +53.3% | +57.6% | +75.0% |
| YTD | +132.5% | +42.1% | +90.5% | +97.7% |
| 1Y | +64.9% | +62.3% | +2.6% | +31.8% |
| All | +299.7% | +94.7% | +205.0% | +201.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling