+25.7%
RBLX vs AMDL
+126.1%
-100.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | +0.8% |
| 7D | +5.1% | +15.9% | -10.9% | +3.2% |
| 30D | +28.0% | +10.5% | +17.5% | +26.1% |
| 3M | +4.6% | -4.7% | +9.3% | +2.0% |
| 6M | -24.7% | +355.2% | -379.8% | -44.4% |
| YTD | -43.8% | +270.9% | -314.7% | -58.0% |
| 1Y | -65.8% | +499.5% | -565.3% | -76.7% |
| All | +25.7% | +126.1% | -100.4% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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