+95.0%
AMDL vs RL
+98.1%
-3.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.0% | +7.2% | +6.8% |
| 7D | +4.5% | -0.8% | +5.3% | +5.6% |
| 30D | -4.4% | -7.8% | +3.4% | +4.3% |
| 3M | -30.5% | -4.0% | -26.5% | -27.2% |
| 6M | +300.9% | -1.9% | +302.8% | +304.6% |
| YTD | +219.9% | -0.2% | +220.1% | +214.9% |
| 1Y | +374.7% | +10.7% | +364.0% | +309.0% |
| All | +95.0% | +98.1% | -3.1% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling