+174.1%
RCL vs AMDL
+92.1%
+82.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.6% |
| 7D | +8.5% | +5.4% | +3.1% | +6.6% |
| 30D | +20.4% | -36.6% | +57.0% | +23.6% |
| 3M | +11.0% | -1.0% | +12.0% | +7.7% |
| 6M | +24.9% | -12.1% | +36.9% | +18.2% |
| YTD | +23.9% | +215.1% | -191.3% | -4.1% |
| 1Y | +30.8% | +130.4% | -99.5% | +4.6% |
| All | +174.1% | +92.1% | +82.0% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling