+199.0%
AMD vs RSG
+97.2%
+101.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.1% | +11.1% |
| 7D | -11.0% | +1.2% | -12.2% | -11.1% |
| 30D | -30.5% | +14.2% | -44.7% | -31.5% |
| 3M | -8.2% | +18.2% | -26.4% | -10.2% |
| 6M | +6.6% | +24.4% | -17.8% | +0.9% |
| YTD | +109.7% | +17.9% | +91.8% | +100.7% |
| 1Y | +88.9% | +22.3% | +66.6% | +76.3% |
| 3Y | +301.8% | +65.1% | +236.7% | +193.9% |
| All | +199.0% | +97.2% | +101.8% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling