+196.2%
RDDT vs AMDL
+131.5%
+64.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +11.7% | -15.0% | -4.8% |
| 7D | +3.3% | +19.9% | -16.7% | +0.5% |
| 30D | -7.6% | +6.3% | -13.9% | -8.6% |
| 3M | -12.7% | -9.9% | -2.8% | -14.4% |
| 6M | +7.2% | +394.3% | -387.1% | -23.7% |
| YTD | -35.0% | +257.3% | -292.3% | -52.5% |
| 1Y | -35.0% | +508.5% | -543.6% | -58.9% |
| All | +196.2% | +131.5% | +64.7% | +57.7% |
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