-22.1%
ROP vs AMDL
+384.9%
-406.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.2% | -12.8% | -3.1% |
| 7D | -4.4% | +4.5% | -9.0% | -4.2% |
| 30D | +3.2% | -4.4% | +7.6% | +3.2% |
| 3M | +23.1% | -30.5% | +53.5% | +22.9% |
| 6M | +13.3% | +300.9% | -287.6% | +14.5% |
| YTD | -7.9% | +219.9% | -227.8% | -7.4% |
| 1Y | -22.1% | +374.7% | -396.8% | -23.0% |
| All | -22.1% | +384.9% | -406.9% | -23.0% |
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