+22.5%
RMD vs AMDL
+95.0%
-72.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -0.6% |
| 7D | -5.0% | +4.5% | -9.5% | -5.1% |
| 30D | +2.2% | -4.4% | +6.6% | +2.2% |
| 3M | +17.8% | -30.5% | +48.3% | +17.9% |
| 6M | -11.3% | +300.9% | -312.2% | -18.7% |
| YTD | -4.4% | +219.9% | -224.4% | -12.5% |
| 1Y | -15.7% | +374.7% | -390.4% | -27.0% |
| All | +22.5% | +95.0% | -72.6% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling