+5,710.3%
AMD vs RL
+362.4%
+5,347.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.3% | -9.9% | -14.4% |
| 7D | -28.6% | -4.7% | -23.9% | -26.9% |
| 30D | -37.7% | +3.6% | -41.3% | -38.4% |
| 3M | -16.1% | +0.5% | -16.7% | -16.3% |
| 6M | +13.8% | +6.6% | +7.2% | +10.8% |
| YTD | +88.8% | +8.8% | +80.0% | +81.8% |
| 1Y | +57.8% | +21.8% | +36.0% | +45.2% |
| 3Y | +260.3% | +245.8% | +14.5% | +124.4% |
| 5Y | +196.6% | +230.0% | -33.4% | +84.7% |
| All | +5,710.3% | +362.4% | +5,347.9% | +3,588.3% |
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