+29.8%
RKT vs AMDL
+47.6%
-17.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +22.3% | -20.7% | +0.7% |
| 7D | +17.7% | -26.2% | +43.9% | +18.5% |
| 30D | +31.6% | -57.1% | +88.7% | +35.6% |
| 3M | +13.9% | -29.8% | +43.8% | +13.8% |
| 6M | +2.8% | -22.2% | +25.0% | +0.3% |
| YTD | -22.2% | +142.1% | -164.3% | -28.6% |
| 1Y | -3.5% | +85.8% | -89.4% | -11.1% |
| All | +29.8% | +47.6% | -17.8% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling