+6,351.7%
AMD vs ROL
+216.1%
+6,135.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.1% | +13.1% | +11.9% |
| 7D | -11.0% | +9.5% | -20.5% | -14.8% |
| 30D | -30.5% | +22.9% | -53.4% | -37.2% |
| 3M | -8.2% | +3.5% | -11.8% | -11.0% |
| 6M | +6.6% | -29.4% | +35.9% | +22.9% |
| YTD | +109.7% | -36.1% | +145.7% | +152.4% |
| 1Y | +88.9% | -34.4% | +123.3% | +123.3% |
| 3Y | +301.8% | +4.0% | +297.8% | +247.8% |
| 5Y | +229.4% | +13.2% | +216.1% | +157.8% |
| All | +6,351.7% | +216.1% | +6,135.6% | +2,334.9% |
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