+119.6%
AMDL vs RRC
+64.4%
+55.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +1.3% | +13.0% | +13.5% |
| 7D | +18.5% | -0.5% | +19.0% | +19.9% |
| 30D | -24.2% | +25.2% | -49.4% | -34.3% |
| 3M | +11.5% | +27.8% | -16.3% | -5.7% |
| 6M | -1.0% | +27.2% | -28.2% | -17.9% |
| YTD | +260.3% | +48.2% | +212.1% | +142.9% |
| 1Y | +178.2% | +34.7% | +143.4% | +105.5% |
| All | +119.6% | +64.4% | +55.2% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling