+301.8%
AMD vs RRC
+36.3%
+265.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.9% | +14.0% | +11.8% |
| 7D | -11.0% | -10.8% | -0.2% | -8.2% |
| 30D | -30.5% | +22.3% | -52.8% | -34.5% |
| 3M | -8.2% | +26.6% | -34.8% | -14.8% |
| 6M | +6.6% | +18.9% | -12.4% | +0.3% |
| YTD | +109.7% | +39.2% | +70.5% | +81.4% |
| 1Y | +88.9% | +34.0% | +55.0% | +65.4% |
| 3Y | +301.8% | +42.0% | +259.8% | +243.6% |
| All | +301.8% | +36.3% | +265.6% | +243.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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