+113.6%
AMD vs ROK
+4.6%
+109.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +5.0% |
| 7D | +13.1% | -8.5% | +21.6% | +24.5% |
| 30D | -7.0% | -6.4% | -0.6% | +0.8% |
| 3M | +16.6% | -8.8% | +25.4% | +29.4% |
| 6M | +20.5% | -10.5% | +31.0% | +35.7% |
| YTD | +158.2% | +5.4% | +152.8% | +152.0% |
| All | +113.6% | +4.6% | +109.0% | +111.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling