+95.5%
AMD vs ROL
-34.1%
+129.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.7% | +2.2% |
| 7D | -15.5% | +14.6% | -30.1% | -10.0% |
| 30D | -22.6% | +29.3% | -51.9% | -13.5% |
| 3M | -5.7% | +2.0% | -7.7% | -2.3% |
| 6M | +43.1% | -28.5% | +71.6% | +41.8% |
| YTD | +128.2% | -35.3% | +163.6% | +132.8% |
| 1Y | +95.5% | -34.7% | +130.2% | +99.0% |
| All | +95.5% | -34.1% | +129.6% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling