+124.4%
AMDL vs RL
+22.3%
+102.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +5.8% | +20.9% | +20.3% |
| 7D | +10.3% | +0.2% | +10.0% | +14.5% |
| 30D | -38.3% | +7.3% | -45.6% | -39.7% |
| 3M | -8.7% | +1.0% | -9.8% | -6.1% |
| 6M | -14.4% | +11.8% | -26.1% | -18.8% |
| YTD | +206.9% | +13.6% | +193.3% | +179.4% |
| All | +124.4% | +22.3% | +102.1% | +90.3% |
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 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