+37.0%
RSP vs AMDL
+47.6%
-10.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +22.3% | -22.7% | -1.4% |
| 7D | -1.0% | -26.2% | +25.2% | -0.1% |
| 30D | +2.6% | -57.1% | +59.7% | +5.9% |
| 3M | -0.8% | -29.8% | +29.1% | -0.5% |
| 6M | +6.3% | -22.2% | +28.5% | +3.9% |
| YTD | +14.1% | +142.1% | -128.0% | +1.7% |
| 1Y | +18.0% | +85.8% | -67.8% | +6.6% |
| All | +37.0% | +47.6% | -10.6% | +10.6% |
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