+22.2%
A vs AMDL
+108.7%
-86.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | -2.4% | -30.7% | +28.4% | -1.2% |
| 30D | +3.6% | -43.8% | +47.4% | +5.3% |
| 3M | +27.5% | -24.5% | +52.0% | +28.2% |
| 6M | +58.5% | +44.7% | +13.8% | +54.9% |
| YTD | +31.2% | +204.0% | -172.8% | +24.3% |
| 1Y | +22.2% | +109.1% | -86.9% | +16.0% |
| All | +22.2% | +108.7% | -86.5% | +16.0% |
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