+44.9%
RMBS vs AMDL
+131.0%
-86.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.0% | -5.2% | -1.2% |
| 7D | +3.5% | +29.0% | -25.5% | -5.6% |
| 30D | -8.6% | +19.1% | -27.7% | -14.6% |
| 3M | -40.3% | +1.8% | -42.1% | -43.6% |
| 6M | -1.0% | +374.4% | -375.4% | -45.7% |
| YTD | -4.6% | +278.9% | -283.5% | -46.5% |
| 1Y | +17.6% | +510.6% | -493.0% | -48.5% |
| All | +44.9% | +131.0% | -86.1% | -28.9% |
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