-18.1%
AZN vs ROKU
+53.9%
-72.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | -3.1% | -2.6% | -0.5% | -3.0% |
| 30D | +0.6% | +2.1% | -1.6% | +0.4% |
| 3M | -10.8% | +31.8% | -42.6% | -12.6% |
| 6M | -18.1% | +53.3% | -71.4% | -22.5% |
| All | -18.1% | +53.9% | -72.0% | -22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling