+95.5%
AMD vs ROP
+10.4%
+85.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +4.0% |
| 7D | -15.5% | +11.7% | -27.2% | -7.6% |
| 30D | -22.6% | +35.5% | -58.1% | -2.1% |
| 3M | -5.7% | +25.6% | -31.4% | +13.9% |
| 6M | +43.1% | +39.3% | +3.8% | +88.2% |
| YTD | +128.2% | +11.6% | +116.6% | +197.3% |
| 1Y | +95.5% | +10.6% | +84.9% | +157.3% |
| All | +95.5% | +10.4% | +85.1% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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