+18.2%
RKT vs AMDL
+145.7%
-127.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +11.9% | -16.9% | -5.5% |
| 7D | -7.5% | +103.5% | -111.0% | -10.5% |
| 30D | +26.6% | -18.3% | +44.9% | +26.5% |
| 3M | -2.4% | +20.1% | -22.5% | -4.9% |
| 6M | -7.4% | +15.9% | -23.3% | -11.1% |
| YTD | -29.2% | +303.0% | -332.2% | -36.5% |
| 1Y | -23.5% | +164.0% | -187.5% | -31.0% |
| All | +18.2% | +145.7% | -127.5% | +5.1% |
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