+95.5%
AMD vs RNG
+179.4%
-84.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -15.5% | -9.6% | -5.9% | -16.3% |
| 30D | -22.6% | -1.4% | -21.2% | -22.7% |
| 3M | -5.7% | +28.8% | -34.5% | -2.1% |
| 6M | +43.1% | +65.6% | -22.5% | +55.4% |
| YTD | +128.2% | +171.4% | -43.2% | +159.8% |
| 1Y | +95.5% | +185.3% | -89.9% | +114.5% |
| All | +95.5% | +179.4% | -84.0% | +114.5% |
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