+6,406.4%
AMD vs RL
+313.2%
+6,093.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +3.9% |
| 7D | +2.6% | -0.8% | +3.4% | +2.9% |
| 30D | -0.9% | -7.8% | +6.8% | +2.1% |
| 3M | -8.7% | -4.0% | -4.7% | -7.4% |
| 6M | +136.3% | -1.9% | +138.2% | +136.7% |
| YTD | +123.0% | -0.2% | +123.2% | +121.6% |
| 1Y | +195.2% | +10.7% | +184.5% | +181.4% |
| 3Y | +336.3% | +210.8% | +125.6% | +181.2% |
| 5Y | +334.5% | +238.2% | +96.2% | +170.6% |
| All | +6,406.4% | +313.2% | +6,093.2% | +4,080.4% |
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