+8,017.8%
AMD vs RNG
+216.3%
+7,801.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.4% | +10.3% | +7.2% |
| 7D | +10.0% | -0.8% | +10.9% | +10.0% |
| 30D | +4.6% | +11.4% | -6.8% | +0.6% |
| 3M | +3.1% | +72.1% | -68.9% | -16.0% |
| 6M | +162.8% | +67.9% | +94.9% | +110.5% |
| YTD | +136.2% | +144.3% | -8.2% | +59.0% |
| 1Y | +234.0% | +117.5% | +116.5% | +132.6% |
| 3Y | +376.7% | +123.9% | +252.8% | +200.6% |
| 5Y | +376.3% | -70.1% | +446.4% | +488.3% |
| 10Y | +8,017.8% | +215.9% | +7,801.9% | +2,713.8% |
| All | +8,017.8% | +216.3% | +7,801.5% | +2,713.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling