+26.8%
AZN vs ROKU
+83.2%
-56.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -1.6% | -0.4% | -1.1% | -1.5% |
| 30D | +1.1% | +2.1% | -1.0% | +1.0% |
| 3M | -12.1% | +29.5% | -41.6% | -12.9% |
| 6M | -17.1% | +53.8% | -70.9% | -18.4% |
| YTD | -12.0% | +42.8% | -54.8% | -13.1% |
| 1Y | -0.2% | +60.7% | -61.0% | -1.9% |
| 3Y | +26.8% | +83.9% | -57.1% | +23.8% |
| All | +26.8% | +83.2% | -56.4% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling