-1.0%
RIG vs AMDL
+131.0%
-132.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.0% | -6.9% | -1.4% |
| 7D | -8.2% | +29.0% | -37.2% | -10.6% |
| 30D | -0.2% | +19.1% | -19.3% | -2.3% |
| 3M | -2.7% | +1.8% | -4.5% | -5.9% |
| 6M | -7.5% | +374.4% | -381.9% | -29.3% |
| YTD | +38.3% | +278.9% | -240.7% | +5.8% |
| 1Y | +81.8% | +510.6% | -428.7% | +24.7% |
| All | -1.0% | +131.0% | -132.0% | -41.4% |
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