+261.9%
AMD vs ROL
+6.1%
+255.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.0% | -18.3% | -17.2% |
| 7D | -28.6% | +11.7% | -40.3% | -27.7% |
| 30D | -37.7% | +27.7% | -65.4% | -36.4% |
| 3M | -16.1% | +3.7% | -19.8% | -14.6% |
| 6M | +13.8% | -27.8% | +41.6% | +19.2% |
| YTD | +88.8% | -34.7% | +123.5% | +100.4% |
| 1Y | +57.8% | -34.1% | +91.9% | +67.0% |
| All | +261.9% | +6.1% | +255.8% | +203.1% |
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