+117.8%
AMDL vs RNG
+102.2%
+15.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.4% | +16.0% | +11.9% |
| 7D | +19.9% | -0.8% | +20.8% | +19.8% |
| 30D | +6.3% | +11.4% | -5.1% | +5.1% |
| 3M | -9.9% | +72.1% | -82.0% | -16.3% |
| 6M | +394.3% | +67.9% | +326.4% | +353.5% |
| YTD | +257.3% | +144.3% | +113.0% | +184.9% |
| 1Y | +508.5% | +117.5% | +391.0% | +406.9% |
| All | +117.8% | +102.2% | +15.6% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling