+196.6%
AMD vs ROP
+3.7%
+192.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.3% | -17.0% | -17.2% |
| 7D | -28.6% | +9.2% | -37.8% | -31.1% |
| 30D | -37.7% | +35.5% | -73.2% | -45.5% |
| 3M | -16.1% | +24.4% | -40.6% | -24.3% |
| 6M | +13.8% | +38.0% | -24.2% | -6.6% |
| YTD | +88.8% | +11.1% | +77.7% | +83.3% |
| 1Y | +57.8% | +10.9% | +46.9% | +53.2% |
| 3Y | +260.3% | -0.5% | +260.7% | +276.6% |
| 5Y | +196.6% | +4.5% | +192.1% | +176.2% |
| All | +196.6% | +3.7% | +192.9% | +176.2% |
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