+111.2%
AMD vs RL
+22.6%
+88.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +6.1% | +8.6% | +11.3% |
| 7D | +6.5% | +1.3% | +5.1% | +6.6% |
| 30D | -15.3% | +7.6% | -22.9% | -17.4% |
| 3M | +9.7% | -1.5% | +11.2% | +11.5% |
| 6M | +13.2% | +12.1% | +1.1% | +8.5% |
| YTD | +140.6% | +13.9% | +126.7% | +123.9% |
| 1Y | +111.2% | +20.7% | +90.5% | +89.6% |
| All | +111.2% | +22.6% | +88.5% | +89.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling