+588.9%
AMD vs RBLX
-22.6%
+611.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.9% | -5.8% | -8.0% |
| 7D | +18.9% | +1.2% | +17.7% | +18.7% |
| 30D | -6.4% | +5.0% | -11.4% | -7.6% |
| 3M | +10.6% | +31.5% | -20.9% | +2.2% |
| 6M | +19.9% | +18.9% | +0.9% | +10.4% |
| YTD | +149.4% | -38.4% | +187.8% | +170.4% |
| 1Y | +115.4% | -50.7% | +166.1% | +148.7% |
| 3Y | +357.3% | +28.8% | +328.5% | +286.9% |
| 5Y | +261.1% | -53.6% | +314.7% | +230.2% |
| All | +588.9% | -22.6% | +611.6% | +473.7% |
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