+24.3%
A vs AMDL
+92.1%
-67.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -3.9% | -1.4% |
| 7D | +1.4% | +5.4% | -4.0% | +0.3% |
| 30D | +4.3% | -36.6% | +40.9% | +5.8% |
| 3M | +19.8% | -1.0% | +20.8% | +18.0% |
| 6M | +54.4% | -12.1% | +66.5% | +50.3% |
| YTD | +31.7% | +215.1% | -183.4% | +14.5% |
| 1Y | +22.4% | +130.4% | -107.9% | +8.5% |
| All | +24.3% | +92.1% | -67.8% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling