+6,882.0%
AMD vs ROST
+308.6%
+6,573.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.9% |
| 7D | +2.6% | +0.9% | +1.6% | +2.1% |
| 30D | -0.9% | -8.9% | +8.0% | +3.2% |
| 3M | -8.7% | -0.8% | -7.9% | -9.1% |
| 6M | +136.3% | +8.5% | +127.9% | +125.6% |
| YTD | +123.0% | +28.6% | +94.4% | +96.8% |
| 1Y | +195.2% | +52.3% | +142.8% | +140.2% |
| 3Y | +336.3% | +94.8% | +241.5% | +214.6% |
| 5Y | +334.5% | +110.8% | +223.7% | +194.1% |
| All | +6,882.0% | +308.6% | +6,573.4% | +3,702.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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