+8,520.0%
AMD vs RL
+342.1%
+8,177.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.2% |
| 7D | +44.7% | +2.4% | +42.4% | +43.5% |
| 30D | -3.3% | +4.6% | -7.9% | -4.6% |
| 3M | +21.2% | -1.1% | +22.3% | +21.9% |
| 6M | +30.6% | +16.5% | +14.0% | +22.5% |
| YTD | +173.3% | +11.4% | +161.9% | +160.7% |
| 1Y | +126.1% | +16.1% | +110.0% | +111.7% |
| 3Y | +393.5% | +252.6% | +140.9% | +203.7% |
| 5Y | +295.8% | +244.9% | +50.9% | +141.9% |
| All | +8,520.0% | +342.1% | +8,177.9% | +5,400.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling