+234.0%
AMD vs RNG
+121.6%
+112.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.4% | +10.3% | +5.4% |
| 7D | +10.0% | -0.8% | +10.9% | +10.0% |
| 30D | +4.6% | +11.4% | -6.8% | +6.1% |
| 3M | +3.1% | +72.1% | -68.9% | +9.4% |
| 6M | +162.8% | +67.9% | +94.9% | +178.1% |
| YTD | +136.2% | +144.3% | -8.2% | +157.0% |
| 1Y | +234.0% | +117.5% | +116.5% | +272.6% |
| All | +234.0% | +121.6% | +112.5% | +272.6% |
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