+13.3%
RMBS vs AMDL
+384.9%
-371.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.9% | -1.6% |
| 7D | -0.3% | +4.5% | -4.9% | -1.9% |
| 30D | -12.2% | -4.4% | -7.8% | -11.3% |
| 3M | -49.5% | -30.5% | -19.0% | -45.8% |
| 6M | -7.1% | +300.9% | -308.0% | -37.4% |
| YTD | -7.0% | +219.9% | -226.9% | -36.3% |
| 1Y | +13.3% | +374.7% | -361.4% | -17.6% |
| All | +13.3% | +384.9% | -371.6% | -17.6% |
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