+6,370.3%
AMD vs RNG
+255.8%
+6,114.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.9% | +13.9% | +11.9% |
| 7D | -11.0% | -11.3% | +0.3% | -7.6% |
| 30D | -30.5% | -5.7% | -24.8% | -29.1% |
| 3M | -8.2% | +16.8% | -25.0% | -12.8% |
| 6M | +6.6% | +58.5% | -51.9% | -11.3% |
| YTD | +109.7% | +151.3% | -41.6% | +40.8% |
| 1Y | +88.9% | +169.0% | -80.1% | +23.5% |
| 3Y | +301.8% | +156.9% | +144.9% | +143.5% |
| 5Y | +229.4% | -69.0% | +298.3% | +303.7% |
| All | +6,370.3% | +255.8% | +6,114.5% | +2,488.4% |
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