+199.0%
AMD vs ROST
+103.5%
+95.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +12.0% |
| 7D | -11.0% | +1.2% | -12.3% | -11.5% |
| 30D | -30.5% | +2.5% | -32.9% | -31.5% |
| 3M | -8.2% | -9.0% | +0.7% | -3.5% |
| 6M | +6.6% | +1.3% | +5.2% | +3.9% |
| YTD | +109.7% | +29.1% | +80.6% | +76.4% |
| 1Y | +88.9% | +45.4% | +43.5% | +46.9% |
| 3Y | +301.8% | +94.9% | +207.0% | +154.5% |
| All | +199.0% | +103.5% | +95.6% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling