+112.6%
RCL vs AMDL
+95.0%
+17.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.3% | -1.1% |
| 7D | -5.1% | +4.5% | -9.6% | -5.6% |
| 30D | -19.0% | -4.4% | -14.6% | -18.9% |
| 3M | -9.6% | -30.5% | +20.9% | -9.0% |
| 6M | -6.7% | +300.9% | -307.6% | -26.2% |
| YTD | -3.9% | +219.9% | -223.9% | -23.7% |
| 1Y | -25.1% | +374.7% | -399.8% | -46.9% |
| All | +112.6% | +95.0% | +17.6% | +44.9% |
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