-10.7%
ROP vs AMDL
+145.7%
-156.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.9% | -11.8% | +0.2% |
| 7D | -2.7% | +103.5% | -106.2% | -1.6% |
| 30D | +29.7% | -18.3% | +48.0% | +30.1% |
| 3M | +21.2% | +20.1% | +1.2% | +21.8% |
| 6M | +48.3% | +15.9% | +32.4% | +47.7% |
| YTD | +8.4% | +303.0% | -294.6% | +2.0% |
| 1Y | +6.0% | +164.0% | -158.0% | +1.7% |
| All | -10.7% | +145.7% | -156.4% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling