+516.1%
AMD vs RBLX
-32.9%
+548.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.3% | +0.4% | +3.5% |
| 7D | +2.6% | +12.4% | -9.8% | -0.6% |
| 30D | -0.9% | +19.7% | -20.6% | -5.8% |
| 3M | -8.7% | -0.1% | -8.6% | -11.2% |
| 6M | +136.3% | -35.7% | +172.1% | +155.2% |
| YTD | +123.0% | -46.6% | +169.5% | +152.4% |
| 1Y | +195.2% | -66.6% | +261.8% | +279.8% |
| 3Y | +336.3% | +52.3% | +284.1% | +252.4% |
| 5Y | +334.5% | -47.7% | +382.2% | +301.4% |
| All | +516.1% | -32.9% | +548.9% | +435.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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