+10,785.8%
AMD vs RRX
+4,066.5%
+6,719.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.5% | +5.6% | +8.3% |
| 7D | -11.0% | +7.5% | -18.6% | -13.9% |
| 30D | -30.5% | +3.0% | -33.5% | -31.0% |
| 3M | -8.2% | -5.3% | -2.9% | -5.1% |
| 6M | +6.6% | -26.6% | +33.2% | +25.2% |
| YTD | +109.7% | +21.2% | +88.5% | +90.0% |
| 1Y | +88.9% | +25.9% | +63.0% | +67.5% |
| 3Y | +301.8% | +71.7% | +230.1% | +196.2% |
| 5Y | +229.4% | +7.8% | +221.6% | +201.3% |
| 10Y | +6,745.1% | +242.9% | +6,502.3% | +3,406.8% |
| All | +10,785.8% | +4,066.5% | +6,719.3% | +3,450.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 all: compounded portfolio wealth divided by compounded RRX 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…
all analysis · Full analysis span regression · 6 months rolling