+331.1%
AMD vs ROK
+45.2%
+285.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +3.8% |
| 7D | +2.6% | +0.7% | +1.9% | +2.1% |
| 30D | -0.9% | -3.3% | +2.4% | +1.5% |
| 3M | -8.7% | -5.9% | -2.9% | -4.5% |
| 6M | +136.3% | +13.9% | +122.5% | +118.4% |
| YTD | +123.0% | +12.6% | +110.4% | +107.0% |
| 1Y | +195.2% | +28.6% | +166.6% | +151.3% |
| All | +331.1% | +45.2% | +285.9% | +212.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling