+6,351.7%
AMD vs RL
+356.1%
+5,995.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +11.6% |
| 7D | -11.0% | -4.2% | -6.9% | -9.3% |
| 30D | -30.5% | +4.3% | -34.7% | -31.4% |
| 3M | -8.2% | -4.6% | -3.6% | -6.5% |
| 6M | +6.6% | +1.7% | +4.8% | +5.4% |
| YTD | +109.7% | +7.3% | +102.3% | +102.8% |
| 1Y | +88.9% | +20.8% | +68.1% | +74.3% |
| 3Y | +301.8% | +247.0% | +54.9% | +150.0% |
| 5Y | +229.4% | +225.5% | +3.9% | +106.1% |
| All | +6,351.7% | +356.1% | +5,995.6% | +4,015.3% |
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