+95.5%
AMD vs RL
+34.3%
+61.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | -1.0% |
| 7D | -15.5% | +5.8% | -21.3% | -17.6% |
| 30D | -22.6% | +12.7% | -35.4% | -26.8% |
| 3M | -5.7% | +9.3% | -15.1% | -9.8% |
| 6M | +43.1% | +16.9% | +26.2% | +33.8% |
| YTD | +128.2% | +17.5% | +110.8% | +107.3% |
| 1Y | +95.5% | +34.6% | +60.8% | +55.9% |
| All | +95.5% | +34.3% | +61.1% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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