+25.5%
RIG vs AMDL
+168.6%
-143.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.3% | -11.8% | +1.9% |
| 7D | -2.6% | +18.5% | -21.1% | -3.7% |
| 30D | -5.2% | -24.2% | +19.1% | -5.3% |
| 3M | -8.6% | +11.5% | -20.1% | -10.3% |
| 6M | -18.9% | -1.0% | -17.9% | -20.9% |
| YTD | +28.6% | +260.3% | -231.7% | +6.5% |
| 1Y | +25.5% | +178.2% | -152.6% | +7.5% |
| All | +25.5% | +168.6% | -143.0% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling