+196.6%
AMD vs ROL
+14.0%
+182.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.0% | -18.3% | -17.4% |
| 7D | -28.6% | +11.7% | -40.3% | -29.9% |
| 30D | -37.7% | +27.7% | -65.4% | -40.6% |
| 3M | -16.1% | +3.7% | -19.8% | -16.5% |
| 6M | +13.8% | -27.8% | +41.6% | +24.5% |
| YTD | +88.8% | -34.7% | +123.5% | +112.2% |
| 1Y | +57.8% | -34.1% | +91.9% | +76.4% |
| 3Y | +260.3% | +5.9% | +254.4% | +216.8% |
| 5Y | +196.6% | +15.6% | +181.0% | +119.7% |
| All | +196.6% | +14.0% | +182.6% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling