+1.3%
AXP vs ROKU
+58.7%
-57.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -4.3% | +1.5% | -5.8% | -4.6% |
| 3M | +4.7% | +25.7% | -21.0% | +0.6% |
| 6M | +9.0% | +54.5% | -45.5% | +1.0% |
| YTD | -11.1% | +43.2% | -54.3% | -16.4% |
| 1Y | +1.3% | +56.3% | -55.0% | -5.9% |
| All | +1.3% | +58.7% | -57.4% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling