-7.8%
RIG vs AMDL
+145.7%
-153.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.9% | -11.7% | -0.9% |
| 7D | +4.3% | +103.5% | -99.2% | -3.0% |
| 30D | -5.8% | -18.3% | +12.5% | -6.0% |
| 3M | -6.7% | +20.1% | -26.7% | -11.1% |
| 6M | -18.7% | +15.9% | -34.6% | -25.0% |
| YTD | +28.8% | +303.0% | -274.2% | -4.5% |
| 1Y | +28.8% | +164.0% | -135.2% | +0.8% |
| All | -7.8% | +145.7% | -153.5% | -47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling