+199.0%
AMD vs ROK
+19.3%
+179.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +12.1% |
| 7D | -11.0% | -13.8% | +2.8% | +0.7% |
| 30D | -30.5% | -14.9% | -15.5% | -20.1% |
| 3M | -8.2% | -14.7% | +6.4% | +5.2% |
| 6M | +6.6% | -17.7% | +24.2% | +26.0% |
| YTD | +109.7% | -2.5% | +112.1% | +117.8% |
| 1Y | +88.9% | +2.3% | +86.7% | +89.6% |
| 3Y | +301.8% | +52.7% | +249.1% | +180.6% |
| All | +199.0% | +19.3% | +179.7% | +155.2% |
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 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