+195.2%
AMD vs RNG
+144.7%
+50.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.9% | +8.6% | +4.2% |
| 7D | +2.6% | +5.8% | -3.2% | +3.3% |
| 30D | -0.9% | +19.6% | -20.5% | +1.4% |
| 3M | -8.7% | +67.0% | -75.7% | -2.5% |
| 6M | +136.3% | +88.4% | +48.0% | +153.1% |
| YTD | +123.0% | +155.5% | -32.5% | +146.3% |
| 1Y | +195.2% | +141.7% | +53.5% | +220.0% |
| All | +195.2% | +144.7% | +50.5% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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