+23.2%
RMBS vs AMDL
+47.6%
-24.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +22.3% | -15.3% | -0.8% |
| 7D | -12.0% | -26.2% | +14.3% | -4.6% |
| 30D | -33.1% | -57.1% | +23.9% | -14.0% |
| 3M | -23.7% | -29.8% | +6.1% | -18.1% |
| 6M | -42.7% | -22.2% | -20.5% | -43.8% |
| YTD | -18.9% | +142.1% | -161.0% | -49.2% |
| 1Y | -30.0% | +85.8% | -115.8% | -53.1% |
| All | +23.2% | +47.6% | -24.4% | -32.4% |
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