+112.3%
RTX vs AMDL
+47.6%
+64.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +22.3% | -23.5% | -1.6% |
| 7D | -5.1% | -26.2% | +21.1% | -4.8% |
| 30D | +5.1% | -57.1% | +62.2% | +6.2% |
| 3M | -14.8% | -29.8% | +15.0% | -14.9% |
| 6M | +8.0% | -22.2% | +30.3% | +6.4% |
| YTD | +4.5% | +142.1% | -137.7% | -1.8% |
| 1Y | +9.8% | +85.8% | -76.0% | +3.9% |
| All | +112.3% | +47.6% | +64.7% | +81.7% |
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