+550.6%
ROKU vs AME
+278.3%
+272.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.2% |
| 7D | -3.0% | +1.3% | -4.4% | -3.9% |
| 30D | +0.7% | -6.6% | +7.3% | +5.1% |
| 3M | +26.5% | +3.0% | +23.5% | +23.1% |
| 6M | +52.6% | +5.3% | +47.3% | +45.9% |
| YTD | +40.9% | +15.4% | +25.5% | +26.3% |
| 1Y | +57.6% | +26.8% | +30.8% | +32.1% |
| 3Y | +83.2% | +56.5% | +26.7% | +32.2% |
| 5Y | -54.8% | +85.2% | -140.1% | -70.5% |
| All | +550.6% | +278.3% | +272.3% | +149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling