+9,703.6%
AMD vs ROST
+71,708.0%
-62,004.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.3% | -13.0% | -16.0% |
| 7D | -28.6% | +1.3% | -29.9% | -28.7% |
| 30D | -37.7% | +4.9% | -42.6% | -38.6% |
| 3M | -16.1% | -6.9% | -9.2% | -14.4% |
| 6M | +13.8% | +3.8% | +10.0% | +11.9% |
| YTD | +88.8% | +31.4% | +57.5% | +73.3% |
| 1Y | +57.8% | +46.2% | +11.6% | +40.1% |
| 3Y | +260.3% | +99.8% | +160.5% | +191.1% |
| 5Y | +196.6% | +107.6% | +89.0% | +135.7% |
| 10Y | +6,064.6% | +322.2% | +5,742.4% | +3,790.7% |
| All | +9,703.6% | +71,708.0% | -62,004.4% | +1,802.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling