-0.2%
RIG vs AMDL
+117.8%
-118.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.7% | -13.2% | -2.7% |
| 7D | -2.7% | +19.9% | -22.7% | -4.6% |
| 30D | +9.5% | +6.3% | +3.3% | +8.4% |
| 3M | -6.6% | -9.9% | +3.2% | -8.5% |
| 6M | -2.9% | +394.3% | -397.2% | -26.4% |
| YTD | +39.5% | +257.3% | -217.8% | +7.4% |
| 1Y | +82.3% | +508.5% | -426.3% | +24.6% |
| All | -0.2% | +117.8% | -118.0% | -40.5% |
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 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