+131.0%
AMDL vs RNG
+100.6%
+30.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.8% | +6.8% | +6.1% |
| 7D | +29.0% | -4.1% | +33.0% | +29.1% |
| 30D | +19.1% | +8.6% | +10.4% | +18.0% |
| 3M | +1.8% | +78.0% | -76.2% | -6.3% |
| 6M | +374.4% | +67.0% | +307.4% | +335.1% |
| YTD | +278.9% | +142.4% | +136.5% | +202.3% |
| 1Y | +510.6% | +120.4% | +390.1% | +404.3% |
| All | +131.0% | +100.6% | +30.4% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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