+132.8%
AMD vs ROL
-33.3%
+166.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.4% |
| 7D | +13.1% | +0.8% | +12.4% | +13.6% |
| 30D | -7.0% | +20.6% | -27.5% | +1.9% |
| 3M | +16.6% | +4.5% | +12.1% | +21.9% |
| 6M | +20.5% | -26.5% | +47.0% | +18.7% |
| YTD | +158.2% | -34.8% | +193.0% | +164.8% |
| 1Y | +132.8% | -33.2% | +166.0% | +142.2% |
| All | +132.8% | -33.3% | +166.1% | +142.2% |
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