+11,477.5%
AMD vs ROK
+15,847.2%
-4,369.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.0% |
| 7D | +2.6% | +0.7% | +1.9% | +2.2% |
| 30D | -0.9% | -3.3% | +2.4% | +1.0% |
| 3M | -8.7% | -5.9% | -2.9% | -5.3% |
| 6M | +136.3% | +13.9% | +122.5% | +121.5% |
| YTD | +123.0% | +12.6% | +110.4% | +109.9% |
| 1Y | +195.2% | +28.6% | +166.6% | +158.2% |
| 3Y | +336.3% | +45.1% | +291.2% | +250.5% |
| 5Y | +334.5% | +45.6% | +288.9% | +249.0% |
| 10Y | +6,259.1% | +345.0% | +5,914.1% | +2,568.8% |
| All | +11,477.5% | +15,847.2% | -4,369.8% | +891.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling