+2,472.5%
AMD vs RL
+1,625.1%
+847.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | -0.8% |
| 7D | -15.5% | +5.8% | -21.3% | -17.5% |
| 30D | -22.6% | +12.7% | -35.4% | -26.5% |
| 3M | -5.7% | +9.3% | -15.1% | -9.7% |
| 6M | +43.1% | +16.9% | +26.2% | +33.1% |
| YTD | +128.2% | +17.5% | +110.8% | +111.1% |
| 1Y | +95.5% | +34.6% | +60.8% | +70.5% |
| 3Y | +335.4% | +273.2% | +62.2% | +145.8% |
| 5Y | +255.5% | +265.2% | -9.8% | +102.7% |
| 10Y | +7,350.9% | +406.7% | +6,944.2% | +3,110.8% |
| All | +2,472.5% | +1,625.1% | +847.4% | +415.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling