+19.6%
RBLX vs AMDL
+95.0%
-75.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.2% | -4.9% | +3.3% |
| 7D | +12.4% | +4.5% | +7.9% | +11.8% |
| 30D | +19.7% | -4.4% | +24.1% | +19.8% |
| 3M | -0.1% | -30.5% | +30.4% | +0.7% |
| 6M | -35.7% | +300.9% | -336.6% | -51.9% |
| YTD | -46.6% | +219.9% | -266.5% | -59.3% |
| 1Y | -66.6% | +374.7% | -441.3% | -76.6% |
| All | +19.6% | +95.0% | -75.4% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling