+562.1%
ROKU vs AMBA
+29.9%
+532.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -1.3% | -11.0% | +9.6% | +3.0% |
| 30D | +5.9% | -23.2% | +29.0% | +16.6% |
| 3M | +23.9% | -12.7% | +36.6% | +23.3% |
| 6M | +59.6% | +11.2% | +48.4% | +39.7% |
| YTD | +43.4% | -11.2% | +54.6% | +35.2% |
| 1Y | +60.2% | -22.5% | +82.7% | +55.3% |
| 3Y | +90.4% | -1.3% | +91.7% | +53.5% |
| 5Y | -54.5% | -54.2% | -0.4% | -55.2% |
| All | +562.1% | +29.9% | +532.2% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling