+8,077.9%
AMD vs ROP
+185.1%
+7,892.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.4% | +15.2% | +15.0% |
| 7D | +6.5% | +0.2% | +6.3% | +6.1% |
| 30D | -15.3% | +30.3% | -45.6% | -29.4% |
| 3M | +9.7% | +17.8% | -8.0% | -3.7% |
| 6M | +13.2% | +38.9% | -25.7% | -15.2% |
| YTD | +140.6% | +7.6% | +133.0% | +114.6% |
| 1Y | +111.2% | +6.5% | +104.7% | +89.9% |
| 3Y | +334.4% | -6.3% | +340.7% | +331.2% |
| 5Y | +268.3% | +0.9% | +267.4% | +244.5% |
| 10Y | +8,077.9% | +180.7% | +7,897.2% | +3,946.6% |
| All | +8,077.9% | +185.1% | +7,892.9% | +3,946.6% |
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