+132.8%
AMD vs ROST
+49.6%
+83.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +7.0% |
| 7D | +13.1% | -1.8% | +14.9% | +14.0% |
| 30D | -7.0% | +6.8% | -13.8% | -8.3% |
| 3M | +16.6% | -4.0% | +20.6% | +18.4% |
| 6M | +20.5% | +12.9% | +7.6% | +13.9% |
| YTD | +158.2% | +34.7% | +123.4% | +134.1% |
| 1Y | +132.8% | +49.5% | +83.3% | +112.5% |
| All | +132.8% | +49.6% | +83.2% | +112.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling