+109.1%
AMDL vs RL
+34.3%
+74.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | -2.3% |
| 7D | -30.7% | +5.8% | -36.5% | -34.1% |
| 30D | -43.8% | +12.7% | -56.5% | -49.6% |
| 3M | -24.5% | +9.3% | -33.9% | -31.1% |
| 6M | +44.7% | +16.9% | +27.8% | +27.9% |
| YTD | +204.0% | +17.5% | +186.5% | +156.4% |
| 1Y | +109.1% | +34.6% | +74.4% | +36.2% |
| All | +109.1% | +34.3% | +74.7% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling