+102.5%
AMDL vs RL
+118.6%
-16.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -1.2% | -16.4% | -16.2% |
| 7D | +37.2% | +2.6% | +34.6% | +34.4% |
| 30D | -24.0% | +2.9% | -27.0% | -23.3% |
| 3M | -1.0% | 0.0% | -1.0% | +2.3% |
| 6M | -3.2% | +17.1% | -20.3% | -18.6% |
| YTD | +232.2% | +10.1% | +222.1% | +201.9% |
| 1Y | +137.7% | +17.3% | +120.4% | +96.0% |
| All | +102.5% | +118.6% | -16.0% | -24.7% |
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