+20.7%
AMDL vs RL
+116.0%
-95.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -7.3% | -27.5% | -26.1% |
| 7D | -52.7% | -4.7% | -48.0% | -48.0% |
| 30D | -65.3% | +3.6% | -68.9% | -65.6% |
| 3M | -40.8% | +0.5% | -41.4% | -40.0% |
| 6M | -12.9% | +6.6% | -19.5% | -17.4% |
| YTD | +98.0% | +8.8% | +89.2% | +81.3% |
| 1Y | +30.1% | +21.8% | +8.4% | +2.1% |
| All | +20.7% | +116.0% | -95.3% | -54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling