+3,145.0%
AMD vs RCL
+5,775.6%
-2,630.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | -1.2% |
| 7D | -15.5% | +11.7% | -27.2% | -19.0% |
| 30D | -22.6% | +21.1% | -43.8% | -27.9% |
| 3M | -5.7% | +2.9% | -8.6% | -7.4% |
| 6M | +43.1% | +29.8% | +13.3% | +29.3% |
| YTD | +128.2% | +21.4% | +106.8% | +107.3% |
| 1Y | +95.5% | +32.0% | +63.4% | +71.4% |
| 3Y | +335.4% | +273.1% | +62.3% | +160.2% |
| 5Y | +255.5% | +288.4% | -32.9% | +100.1% |
| 10Y | +7,350.9% | +397.4% | +6,953.6% | +2,859.4% |
| All | +3,145.0% | +5,775.6% | -2,630.6% | +395.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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