+6,351.7%
AMD vs ROK
+274.8%
+6,077.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +12.0% |
| 7D | -11.0% | -13.8% | +2.8% | -1.1% |
| 30D | -30.5% | -14.9% | -15.5% | -21.7% |
| 3M | -8.2% | -14.7% | +6.4% | +3.2% |
| 6M | +6.6% | -17.7% | +24.2% | +23.2% |
| YTD | +109.7% | -2.5% | +112.1% | +117.2% |
| 1Y | +88.9% | +2.3% | +86.7% | +90.0% |
| 3Y | +301.8% | +52.7% | +249.1% | +204.1% |
| 5Y | +229.4% | +20.5% | +208.8% | +181.7% |
| All | +6,351.7% | +274.8% | +6,077.0% | +4,677.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling