+1.4%
RIG vs AMDL
+95.0%
-93.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +9.2% | -12.0% | -3.7% |
| 7D | +0.9% | +4.5% | -3.7% | +0.3% |
| 30D | +13.8% | -4.4% | +18.2% | +13.8% |
| 3M | -6.4% | -30.5% | +24.1% | -5.8% |
| 6M | -8.2% | +300.9% | -309.0% | -28.6% |
| YTD | +41.6% | +219.9% | -178.3% | +10.3% |
| 1Y | +88.7% | +374.7% | -286.0% | +33.3% |
| All | +1.4% | +95.0% | -93.6% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling