+4,675.7%
AMD vs ROP
+25,523.2%
-20,847.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.6% | +8.3% | +6.2% |
| 7D | +2.6% | -4.4% | +7.0% | +4.4% |
| 30D | -0.9% | +3.2% | -4.2% | -2.5% |
| 3M | -8.7% | +23.1% | -31.8% | -18.1% |
| 6M | +136.3% | +13.3% | +123.0% | +117.2% |
| YTD | +123.0% | -7.9% | +130.8% | +121.6% |
| 1Y | +195.2% | -22.1% | +217.2% | +214.5% |
| 3Y | +336.3% | -16.8% | +353.1% | +354.3% |
| 5Y | +334.5% | -13.5% | +348.0% | +351.5% |
| 10Y | +6,259.1% | +137.7% | +6,121.4% | +4,427.3% |
| All | +4,675.7% | +25,523.2% | -20,847.5% | +1,501.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling