+335.2%
AMD vs ROIV
+248.8%
+86.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.2% | -13.1% | -16.4% |
| 7D | -28.6% | -2.4% | -26.2% | -28.1% |
| 30D | -37.7% | +3.1% | -40.8% | -38.0% |
| 3M | -16.1% | +5.8% | -21.9% | -17.3% |
| 6M | +13.8% | +29.3% | -15.5% | +8.2% |
| YTD | +88.8% | +68.8% | +20.1% | +70.8% |
| 1Y | +57.8% | +81.0% | -23.3% | +40.9% |
| 3Y | +260.3% | +294.6% | -34.3% | +181.1% |
| 5Y | +196.6% | +373.1% | -176.5% | +100.4% |
| All | +335.2% | +248.8% | +86.5% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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