+295.8%
AMD vs ROK
+32.5%
+263.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.3% | +6.3% |
| 7D | +44.7% | +6.1% | +38.7% | +38.3% |
| 30D | -3.3% | -6.5% | +3.2% | +3.3% |
| 3M | +21.2% | -10.2% | +31.4% | +33.7% |
| 6M | +30.6% | -10.6% | +41.2% | +44.9% |
| YTD | +173.3% | +4.9% | +168.4% | +168.6% |
| 1Y | +126.1% | +3.8% | +122.3% | +124.0% |
| 3Y | +393.5% | +63.5% | +330.0% | +227.1% |
| 5Y | +295.8% | +30.9% | +264.8% | +220.6% |
| All | +295.8% | +32.5% | +263.2% | +220.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling