+207.8%
RVMD vs AMDL
+133.6%
+74.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.7% | -6.2% | -3.8% |
| 7D | -0.6% | +5.4% | -6.0% | -1.9% |
| 30D | +1.7% | -36.6% | +38.4% | +2.9% |
| 3M | -6.7% | -1.0% | -5.8% | -8.3% |
| 6M | +36.1% | -12.1% | +48.2% | +33.2% |
| YTD | +142.4% | +215.1% | -72.7% | +126.6% |
| 1Y | +207.8% | +130.4% | +77.4% | +192.9% |
| All | +207.8% | +133.6% | +74.2% | +192.9% |
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