+301.8%
AMD vs RL
+240.1%
+61.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +11.8% |
| 7D | -11.0% | -4.2% | -6.9% | -8.6% |
| 30D | -30.5% | +4.3% | -34.7% | -31.6% |
| 3M | -8.2% | -4.6% | -3.6% | -5.8% |
| 6M | +6.6% | +1.7% | +4.8% | +5.2% |
| YTD | +109.7% | +7.3% | +102.3% | +100.1% |
| 1Y | +88.9% | +20.8% | +68.1% | +68.6% |
| 3Y | +301.8% | +247.0% | +54.9% | +150.7% |
| All | +301.8% | +240.1% | +61.8% | +150.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling