+92.1%
AMDL vs RL
+126.1%
-34.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.3% |
| 7D | +5.4% | +1.3% | +4.1% | +8.3% |
| 30D | -36.6% | +7.6% | -44.3% | -39.3% |
| 3M | -1.0% | -1.5% | +0.5% | +4.0% |
| 6M | -12.1% | +12.1% | -24.2% | -22.0% |
| YTD | +215.1% | +13.9% | +201.2% | +175.1% |
| 1Y | +130.4% | +20.7% | +109.7% | +84.8% |
| All | +92.1% | +126.1% | -34.0% | -31.3% |
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