+122.2%
RTX vs AMDL
+145.7%
-23.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.9% | -13.3% | -1.7% |
| 7D | +3.4% | +103.5% | -100.2% | +2.1% |
| 30D | +8.4% | -18.3% | +26.7% | +8.3% |
| 3M | -10.7% | +20.1% | -30.7% | -11.6% |
| 6M | +11.7% | +15.9% | -4.2% | +9.5% |
| YTD | +9.3% | +303.0% | -293.7% | +1.8% |
| 1Y | +13.3% | +164.0% | -150.7% | +6.8% |
| All | +122.2% | +145.7% | -23.5% | +88.4% |
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