+204.8%
RDW vs AMDL
+131.0%
+73.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.0% | -10.8% | -6.5% |
| 7D | +3.6% | +29.0% | -25.4% | -4.3% |
| 30D | -18.4% | +19.1% | -37.5% | -23.2% |
| 3M | -32.1% | +1.8% | -33.8% | -35.8% |
| 6M | +10.9% | +374.4% | -363.5% | -32.9% |
| YTD | +40.8% | +278.9% | -238.1% | -11.7% |
| 1Y | +31.1% | +510.6% | -479.4% | -31.5% |
| All | +204.8% | +131.0% | +73.9% | +29.6% |
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