+8.3%
ROP vs AMDL
+62.4%
-54.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +22.3% | -25.2% | -1.3% |
| 7D | +2.1% | -26.2% | +28.3% | +0.8% |
| 30D | +32.9% | -57.1% | +90.0% | +27.1% |
| 3M | +20.3% | -29.8% | +50.2% | +19.6% |
| 6M | +36.8% | -22.2% | +59.0% | +37.8% |
| YTD | +8.1% | +142.1% | -134.0% | +10.1% |
| 1Y | +8.3% | +85.8% | -77.6% | +11.8% |
| All | +8.3% | +62.4% | -54.2% | +11.8% |
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