+40.6%
ROK vs AMDL
+47.6%
-7.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +22.3% | -23.6% | -4.0% |
| 7D | -13.8% | -26.2% | +12.4% | -11.5% |
| 30D | -14.9% | -57.1% | +42.1% | -7.9% |
| 3M | -14.7% | -29.8% | +15.2% | -13.2% |
| 6M | -17.7% | -22.2% | +4.5% | -20.2% |
| YTD | -2.5% | +142.1% | -144.6% | -20.5% |
| 1Y | +2.3% | +85.8% | -83.6% | -14.6% |
| All | +40.6% | +47.6% | -7.0% | -0.6% |
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 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