+201.5%
AMD vs ROP
+0.8%
+200.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.9% | +14.0% | +12.0% |
| 7D | -11.0% | +2.1% | -13.2% | -12.0% |
| 30D | -30.5% | +32.9% | -63.4% | -38.8% |
| 3M | -8.2% | +20.3% | -28.6% | -16.2% |
| 6M | +6.6% | +36.8% | -30.2% | -12.8% |
| YTD | +109.7% | +8.1% | +101.6% | +105.3% |
| 1Y | +88.9% | +8.3% | +80.6% | +84.5% |
| 3Y | +301.8% | -3.2% | +305.1% | +324.4% |
| All | +201.5% | +0.8% | +200.7% | +182.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling