+583.1%
ROKU vs AMBA
+20.9%
+562.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.1% | -6.0% | -2.2% |
| 7D | +3.5% | -7.2% | +10.7% | +6.1% |
| 30D | +5.1% | -10.4% | +15.5% | +8.6% |
| 3M | +7.0% | -30.1% | +37.1% | +20.0% |
| 6M | +25.4% | -22.4% | +47.9% | +25.6% |
| YTD | +48.0% | -17.3% | +65.3% | +40.9% |
| 1Y | +53.1% | -35.4% | +88.5% | +59.3% |
| 3Y | +92.7% | +18.6% | +74.1% | +40.0% |
| 5Y | -42.4% | -69.8% | +27.4% | -34.6% |
| All | +583.1% | +20.9% | +562.1% | +297.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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