+652.2%
RGTI vs AMDL
+126.1%
+526.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.1% | -0.8% |
| 7D | +0.5% | +15.9% | -15.5% | -4.4% |
| 30D | -17.1% | +10.5% | -27.6% | -20.3% |
| 3M | -26.0% | -4.7% | -21.3% | -28.3% |
| 6M | -9.9% | +355.2% | -365.0% | -49.2% |
| YTD | -31.1% | +270.9% | -301.9% | -60.6% |
| 1Y | -8.5% | +499.5% | -508.0% | -59.5% |
| All | +652.2% | +126.1% | +526.1% | +297.9% |
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 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