+578.8%
RVMD vs AMDL
+95.0%
+483.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -1.1% |
| 7D | +1.0% | +4.5% | -3.5% | +0.6% |
| 30D | +6.4% | -4.4% | +10.8% | +6.5% |
| 3M | +34.9% | -30.5% | +65.4% | +35.7% |
| 6M | +107.6% | +300.9% | -193.3% | +79.4% |
| YTD | +163.7% | +219.9% | -56.3% | +129.0% |
| 1Y | +439.2% | +374.7% | +64.5% | +339.0% |
| All | +578.8% | +95.0% | +483.8% | +461.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling