+8,077.9%
AMD vs RNG
+247.5%
+7,830.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.7% | +13.0% | +14.2% |
| 7D | +6.5% | -6.0% | +12.5% | +8.7% |
| 30D | -15.3% | -7.4% | -7.9% | -13.0% |
| 3M | +9.7% | +14.6% | -4.9% | +4.9% |
| 6M | +13.2% | +61.5% | -48.3% | -6.4% |
| YTD | +140.6% | +155.7% | -15.1% | +60.6% |
| 1Y | +111.2% | +172.5% | -61.3% | +37.5% |
| 3Y | +334.4% | +168.0% | +166.4% | +159.3% |
| 5Y | +268.3% | -73.8% | +342.1% | +392.7% |
| 10Y | +8,077.9% | +240.3% | +7,837.7% | +2,961.9% |
| All | +8,077.9% | +247.5% | +7,830.5% | +2,961.9% |
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