+14,089.1%
AMD vs ROK
+14,758.7%
-669.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.3% | +6.1% |
| 7D | +44.7% | +6.1% | +38.7% | +40.2% |
| 30D | -3.3% | -6.5% | +3.2% | +1.5% |
| 3M | +21.2% | -10.2% | +31.4% | +30.3% |
| 6M | +30.6% | -10.6% | +41.2% | +41.3% |
| YTD | +173.3% | +4.9% | +168.4% | +170.8% |
| 1Y | +126.1% | +3.8% | +122.3% | +125.4% |
| 3Y | +393.5% | +63.5% | +330.0% | +276.2% |
| 5Y | +295.8% | +30.9% | +264.8% | +241.6% |
| 10Y | +8,648.9% | +266.4% | +8,382.5% | +4,048.0% |
| All | +14,089.1% | +14,758.7% | -669.6% | +1,179.3% |
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