+91.4%
RIO vs AMDL
+117.8%
-26.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.7% | -11.1% | -0.4% |
| 7D | +1.9% | +19.9% | -18.0% | +0.3% |
| 30D | +5.0% | +6.3% | -1.3% | +4.1% |
| 3M | +5.1% | -9.9% | +15.0% | +3.8% |
| 6M | +17.6% | +394.3% | -376.7% | -0.3% |
| YTD | +36.3% | +257.3% | -221.0% | +16.9% |
| 1Y | +71.2% | +508.5% | -437.4% | +38.3% |
| All | +91.4% | +117.8% | -26.4% | +50.5% |
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 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