+6,406.4%
AMD vs ROL
+214.4%
+6,192.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.5% |
| 7D | +2.6% | -1.4% | +4.0% | +3.3% |
| 30D | -0.9% | -4.1% | +3.2% | +0.8% |
| 3M | -8.7% | -22.5% | +13.8% | +1.6% |
| 6M | +136.3% | -37.7% | +174.0% | +193.3% |
| YTD | +123.0% | -39.6% | +162.6% | +179.0% |
| 1Y | +195.2% | -36.0% | +231.2% | +252.8% |
| 3Y | +336.3% | -5.1% | +341.5% | +299.0% |
| 5Y | +334.5% | -3.4% | +337.8% | +276.7% |
| All | +6,406.4% | +214.4% | +6,192.0% | +2,531.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling