+348.0%
AMD vs RNG
+130.4%
+217.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.9% | +8.6% | +4.9% |
| 7D | +2.6% | +5.8% | -3.2% | +2.2% |
| 30D | -0.9% | +19.6% | -20.5% | -2.1% |
| 3M | -8.7% | +67.0% | -75.7% | -12.3% |
| 6M | +136.3% | +88.4% | +48.0% | +121.4% |
| YTD | +123.0% | +155.5% | -32.5% | +96.8% |
| 1Y | +195.2% | +141.7% | +53.5% | +162.1% |
| All | +348.0% | +130.4% | +217.7% | +302.1% |
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