+546.9%
RVMD vs AMDL
+87.1%
+459.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +26.8% | -22.7% | +1.8% |
| 7D | +6.4% | +10.3% | -3.9% | +4.8% |
| 30D | +5.5% | -38.3% | +43.7% | +7.8% |
| 3M | -2.4% | -8.7% | +6.3% | -3.8% |
| 6M | +41.1% | -14.4% | +55.5% | +37.1% |
| YTD | +151.3% | +206.9% | -55.7% | +115.0% |
| 1Y | +228.1% | +144.4% | +83.7% | +184.5% |
| All | +546.9% | +87.1% | +459.8% | +426.9% |
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 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