-52.0%
ROKU vs AME
+89.9%
-141.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | -2.2% |
| 7D | -0.4% | +1.7% | -2.2% | -1.9% |
| 30D | +2.1% | -6.4% | +8.5% | +7.6% |
| 3M | +29.5% | +7.1% | +22.4% | +20.6% |
| 6M | +53.8% | +8.2% | +45.6% | +41.1% |
| YTD | +42.8% | +18.2% | +24.6% | +20.4% |
| 1Y | +60.7% | +26.7% | +34.0% | +26.4% |
| 3Y | +83.9% | +60.7% | +23.2% | +10.5% |
| All | -52.0% | +89.9% | -141.9% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling