+678.8%
RGTI vs AMDL
+117.8%
+561.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +11.7% | -7.7% | +0.4% |
| 7D | +5.5% | +19.9% | -14.5% | -0.6% |
| 30D | -11.9% | +6.3% | -18.1% | -14.0% |
| 3M | -27.4% | -9.9% | -17.5% | -28.4% |
| 6M | -7.1% | +394.3% | -401.4% | -48.9% |
| YTD | -28.6% | +257.3% | -285.9% | -58.6% |
| 1Y | +4.4% | +508.5% | -504.2% | -54.2% |
| All | +678.8% | +117.8% | +561.0% | +317.8% |
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