+7,765.4%
AMD vs RL
+337.1%
+7,428.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.2% | -7.6% | -8.3% |
| 7D | +18.9% | +2.6% | +16.3% | +17.9% |
| 30D | -6.4% | +2.9% | -9.4% | -7.0% |
| 3M | +10.6% | 0.0% | +10.6% | +10.8% |
| 6M | +19.9% | +17.1% | +2.8% | +12.3% |
| YTD | +149.4% | +10.1% | +139.2% | +139.1% |
| 1Y | +115.4% | +17.3% | +98.1% | +100.9% |
| 3Y | +357.3% | +249.3% | +107.9% | +182.6% |
| 5Y | +261.1% | +240.9% | +20.2% | +121.8% |
| All | +7,765.4% | +337.1% | +7,428.3% | +4,944.0% |
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