+40.1%
RSP vs AMDL
+92.1%
-52.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.2% |
| 7D | +0.7% | +5.4% | -4.7% | -0.1% |
| 30D | +3.7% | -36.6% | +40.3% | +4.9% |
| 3M | +0.7% | -1.0% | +1.6% | -0.8% |
| 6M | +9.0% | -12.1% | +21.1% | +6.2% |
| YTD | +16.7% | +215.1% | -198.4% | +2.6% |
| 1Y | +19.0% | +130.4% | -111.4% | +6.4% |
| All | +40.1% | +92.1% | -52.0% | +11.6% |
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 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