+15.0%
A vs AMDL
+175.5%
-160.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.9% | -14.1% | -2.7% |
| 7D | +0.7% | +103.5% | -102.8% | -2.6% |
| 30D | +0.8% | -18.3% | +19.1% | +0.3% |
| 3M | +16.9% | +20.1% | -3.2% | +14.8% |
| 6M | +53.8% | +15.9% | +37.9% | +49.9% |
| YTD | +28.1% | +303.0% | -274.9% | +18.6% |
| 1Y | +15.0% | +164.0% | -148.9% | +5.5% |
| All | +15.0% | +175.5% | -160.4% | +5.5% |
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 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