+6,351.7%
AMD vs ROP
+195.2%
+6,156.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.9% | +14.0% | +12.7% |
| 7D | -11.0% | +2.1% | -13.2% | -12.5% |
| 30D | -30.5% | +32.9% | -63.4% | -42.7% |
| 3M | -8.2% | +20.0% | -28.3% | -20.3% |
| 6M | +6.6% | +36.4% | -29.8% | -19.0% |
| YTD | +109.7% | +7.8% | +101.8% | +87.1% |
| 1Y | +88.9% | +8.0% | +80.9% | +68.2% |
| 3Y | +301.8% | -3.5% | +305.3% | +289.5% |
| 5Y | +229.4% | +1.5% | +227.9% | +207.6% |
| All | +6,351.7% | +195.2% | +6,156.5% | +3,942.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling