+83.9%
ROKU vs AME
+59.6%
+24.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | -1.5% |
| 7D | -0.4% | +1.7% | -2.2% | -1.6% |
| 30D | +2.1% | -6.4% | +8.5% | +6.4% |
| 3M | +29.5% | +7.1% | +22.4% | +22.5% |
| 6M | +53.8% | +8.2% | +45.6% | +43.7% |
| YTD | +42.8% | +18.2% | +24.6% | +24.7% |
| 1Y | +60.7% | +26.7% | +34.0% | +33.0% |
| 3Y | +83.9% | +60.7% | +23.2% | +14.4% |
| All | +83.9% | +59.6% | +24.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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