+202.6%
RDW vs AMDL
+126.1%
+76.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -3.8% |
| 7D | +0.9% | +15.9% | -15.1% | -3.9% |
| 30D | -21.3% | +10.5% | -31.8% | -24.3% |
| 3M | -37.9% | -4.7% | -33.1% | -40.3% |
| 6M | +12.3% | +355.2% | -342.9% | -31.4% |
| YTD | +39.7% | +270.9% | -231.1% | -12.0% |
| 1Y | +25.7% | +499.5% | -473.8% | -34.0% |
| All | +202.6% | +126.1% | +76.5% | +29.2% |
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 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