-11.1%
RKT vs AMDL
+127.5%
-138.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +26.8% | -25.9% | -0.9% |
| 7D | +10.3% | +10.3% | +0.1% | +8.7% |
| 30D | +32.3% | -38.3% | +70.6% | +35.2% |
| 3M | +10.7% | -8.7% | +19.4% | +7.9% |
| 6M | -3.2% | -14.4% | +11.2% | -9.2% |
| YTD | -21.5% | +206.9% | -228.5% | -38.9% |
| All | -11.1% | +127.5% | -138.6% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling