+209.7%
RDW vs AMDL
+115.6%
+94.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.7% | +8.3% | +3.6% |
| 7D | +4.8% | +20.7% | -15.9% | -1.4% |
| 30D | -19.5% | +9.4% | -29.0% | -22.4% |
| 3M | -26.9% | +5.6% | -32.5% | -31.8% |
| 6M | +17.8% | +340.3% | -322.5% | -27.2% |
| YTD | +43.0% | +253.6% | -210.6% | -8.6% |
| 1Y | +32.1% | +443.4% | -411.3% | -28.7% |
| All | +209.7% | +115.6% | +94.1% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling