+60.2%
ROKU vs AMCR
+13.1%
+47.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -1.3% | -1.9% | +0.5% | -0.9% |
| 30D | +5.9% | -4.1% | +10.0% | +6.8% |
| 3M | +23.9% | +21.7% | +2.2% | +17.9% |
| 6M | +59.6% | +1.5% | +58.1% | +52.2% |
| YTD | +43.4% | +13.1% | +30.3% | +38.3% |
| 1Y | +60.2% | +13.0% | +47.2% | +57.8% |
| All | +60.2% | +13.1% | +47.0% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling