+7,765.4%
AMD vs ROP
+185.2%
+7,580.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.4% | -9.2% | -9.0% |
| 7D | +18.9% | +0.7% | +18.2% | +18.4% |
| 30D | -6.4% | +28.8% | -35.2% | -21.4% |
| 3M | +10.6% | +21.1% | -10.5% | -4.6% |
| 6M | +19.9% | +52.5% | -32.7% | -16.1% |
| YTD | +149.4% | +8.9% | +140.5% | +120.9% |
| 1Y | +115.4% | +8.2% | +107.1% | +91.2% |
| 3Y | +357.3% | -5.2% | +362.4% | +350.5% |
| 5Y | +261.1% | +1.7% | +259.4% | +236.5% |
| All | +7,765.4% | +185.2% | +7,580.2% | +3,692.9% |
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