+348.0%
AMD vs RSG
+59.4%
+288.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +4.3% |
| 7D | +2.6% | +0.3% | +2.3% | +2.7% |
| 30D | -0.9% | +7.6% | -8.5% | +1.5% |
| 3M | -8.7% | +7.4% | -16.2% | -6.8% |
| 6M | +136.3% | -3.3% | +139.6% | +145.0% |
| YTD | +123.0% | +6.0% | +117.0% | +127.2% |
| 1Y | +195.2% | -3.7% | +198.8% | +210.6% |
| All | +348.0% | +59.4% | +288.7% | +313.2% |
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