+407.3%
RVMD vs AMDL
+540.4%
-133.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.0% | -5.9% | -0.1% |
| 7D | -0.7% | +29.0% | -29.7% | -1.9% |
| 30D | +0.3% | +19.1% | -18.7% | -0.6% |
| 3M | +38.9% | +1.8% | +37.1% | +37.4% |
| 6M | +108.1% | +374.4% | -266.3% | +98.1% |
| YTD | +160.7% | +278.9% | -118.2% | +150.9% |
| 1Y | +407.3% | +510.6% | -103.3% | +412.5% |
| All | +407.3% | +540.4% | -133.2% | +412.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling