+301.8%
AMD vs RSG
+66.7%
+235.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.1% | +10.5% |
| 7D | -11.0% | +1.2% | -12.2% | -10.3% |
| 30D | -30.5% | +14.2% | -44.7% | -25.6% |
| 3M | -8.2% | +18.2% | -26.4% | -0.6% |
| 6M | +6.6% | +24.4% | -17.8% | +15.5% |
| YTD | +109.7% | +17.9% | +91.8% | +126.7% |
| 1Y | +88.9% | +22.3% | +66.6% | +101.2% |
| 3Y | +301.8% | +65.1% | +236.7% | +256.7% |
| All | +301.8% | +66.7% | +235.2% | +256.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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