+102.5%
AMDL vs RNG
+117.5%
-15.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -0.7% | -16.9% | -17.5% |
| 7D | +37.2% | +4.6% | +32.6% | +36.6% |
| 30D | -24.0% | +0.4% | -24.5% | -23.4% |
| 3M | -1.0% | +11.4% | -12.4% | -1.0% |
| 6M | -3.2% | +95.7% | -98.9% | -11.3% |
| YTD | +232.2% | +162.9% | +69.3% | +166.2% |
| 1Y | +137.7% | +180.3% | -42.5% | +84.8% |
| All | +102.5% | +117.5% | -15.0% | +68.6% |
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