+357.3%
AMD vs RNG
+179.0%
+178.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.7% | -8.1% | -8.7% |
| 7D | +18.9% | +4.6% | +14.3% | +18.6% |
| 30D | -6.4% | +0.4% | -6.9% | -6.2% |
| 3M | +10.6% | +11.4% | -0.8% | +10.3% |
| 6M | +19.9% | +95.7% | -75.8% | +14.3% |
| YTD | +149.4% | +162.9% | -13.5% | +124.0% |
| 1Y | +115.4% | +180.3% | -64.9% | +90.7% |
| 3Y | +357.3% | +188.3% | +168.9% | +306.9% |
| All | +357.3% | +179.0% | +178.3% | +306.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling