+331.1%
AMD vs RL
+212.5%
+118.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +3.6% |
| 7D | +2.6% | -0.8% | +3.4% | +3.0% |
| 30D | -0.9% | -7.8% | +6.8% | +3.0% |
| 3M | -8.7% | -4.0% | -4.7% | -7.0% |
| 6M | +136.3% | -1.9% | +138.2% | +136.2% |
| YTD | +123.0% | -0.2% | +123.2% | +120.3% |
| 1Y | +195.2% | +10.7% | +184.5% | +175.2% |
| All | +331.1% | +212.5% | +118.6% | +167.3% |
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 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