-10.4%
RIG vs AMDL
+87.1%
-97.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +26.8% | -28.1% | -3.8% |
| 7D | -17.0% | +10.3% | -27.3% | -18.7% |
| 30D | -6.2% | -38.3% | +32.1% | -3.8% |
| 3M | -1.7% | -8.7% | +7.0% | -3.9% |
| 6M | -19.2% | -14.4% | -4.8% | -23.3% |
| YTD | +25.2% | +206.9% | -181.8% | -4.7% |
| 1Y | +29.9% | +144.4% | -114.5% | +1.1% |
| All | -10.4% | +87.1% | -97.5% | -47.3% |
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