+95.0%
AMDL vs RNG
+111.4%
-16.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.9% | +13.1% | +9.4% |
| 7D | +4.5% | +5.8% | -1.2% | +4.1% |
| 30D | -4.4% | +19.6% | -24.0% | -5.9% |
| 3M | -30.5% | +67.0% | -97.5% | -34.5% |
| 6M | +300.9% | +88.4% | +212.5% | +259.8% |
| YTD | +219.9% | +155.5% | +64.5% | +154.6% |
| 1Y | +374.7% | +141.7% | +233.0% | +282.4% |
| All | +95.0% | +111.4% | -16.4% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling