+8,164.6%
AMD vs ROST
+321.2%
+7,843.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +6.9% |
| 7D | +13.1% | -1.8% | +14.9% | +14.5% |
| 30D | -7.0% | +6.8% | -13.8% | -9.6% |
| 3M | +16.6% | -4.0% | +20.6% | +18.5% |
| 6M | +20.5% | +12.9% | +7.6% | +12.9% |
| YTD | +158.2% | +34.7% | +123.4% | +123.3% |
| 1Y | +132.8% | +49.5% | +83.3% | +91.4% |
| 3Y | +366.2% | +101.5% | +264.8% | +232.1% |
| 5Y | +278.7% | +120.7% | +158.0% | +152.5% |
| 10Y | +8,164.6% | +317.8% | +7,846.7% | +4,781.1% |
| All | +8,164.6% | +321.2% | +7,843.4% | +4,781.1% |
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