+88.9%
AMD vs ROL
-35.3%
+124.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.1% | +13.1% | +10.0% |
| 7D | -11.0% | +9.5% | -20.5% | -6.9% |
| 30D | -30.5% | +22.9% | -53.4% | -23.3% |
| 3M | -8.2% | +3.5% | -11.8% | -4.4% |
| 6M | +6.6% | -29.4% | +35.9% | +4.1% |
| YTD | +109.7% | -36.1% | +145.7% | +113.4% |
| 1Y | +88.9% | -34.4% | +123.3% | +96.6% |
| All | +88.9% | -35.3% | +124.2% | +96.6% |
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