+302.9%
AXP vs ROKU
+915.9%
-613.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.6% | +3.5% | -2.9% | +0.2% |
| 30D | +5.8% | +5.1% | +0.7% | +5.3% |
| 3M | -6.0% | +7.0% | -13.0% | -6.7% |
| 6M | +0.3% | +25.4% | -25.1% | -2.3% |
| YTD | -12.3% | +48.0% | -60.2% | -16.4% |
| 1Y | -11.2% | +53.1% | -64.4% | -15.8% |
| 3Y | +117.0% | +92.7% | +24.3% | +96.1% |
| 5Y | +93.2% | -42.4% | +135.6% | +79.0% |
| All | +302.9% | +915.9% | -613.0% | +227.1% |
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