+301.8%
AMD vs ROL
+3.8%
+298.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.1% | +13.1% | +10.8% |
| 7D | -11.0% | +9.5% | -20.5% | -10.1% |
| 30D | -30.5% | +22.9% | -53.4% | -29.2% |
| 3M | -8.2% | +3.5% | -11.8% | -6.8% |
| 6M | +6.6% | -29.4% | +35.9% | +11.4% |
| YTD | +109.7% | -36.1% | +145.7% | +122.0% |
| 1Y | +88.9% | -34.4% | +123.3% | +98.6% |
| 3Y | +301.8% | +4.0% | +297.8% | +235.8% |
| All | +301.8% | +3.8% | +298.0% | +235.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling