+87.1%
AMDL vs RL
+125.5%
-38.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +5.8% | +20.9% | +19.7% |
| 7D | +10.3% | +0.2% | +10.0% | +14.6% |
| 30D | -38.3% | +7.3% | -45.6% | -40.7% |
| 3M | -8.7% | +1.0% | -9.8% | -7.3% |
| 6M | -14.4% | +11.8% | -26.1% | -23.8% |
| YTD | +206.9% | +13.6% | +193.3% | +168.8% |
| 1Y | +144.4% | +24.0% | +120.3% | +89.6% |
| All | +87.1% | +125.5% | -38.4% | -32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling