+19.0%
RKT vs AMDL
+117.8%
-98.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.5% | -2.4% |
| 7D | +6.0% | +19.9% | -14.0% | +4.8% |
| 30D | +0.7% | +6.3% | -5.6% | +0.1% |
| 3M | +11.8% | -9.9% | +21.7% | +10.8% |
| 6M | -7.6% | +394.3% | -401.9% | -16.2% |
| YTD | -28.7% | +257.3% | -286.0% | -34.7% |
| 1Y | -32.6% | +508.5% | -541.1% | -39.2% |
| All | +19.0% | +117.8% | -98.8% | +8.1% |
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