+24.0%
A vs AMDL
+127.5%
-103.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +26.8% | -23.7% | +1.9% |
| 7D | +4.8% | +10.3% | -5.5% | +3.8% |
| 30D | +5.6% | -38.3% | +43.9% | +6.5% |
| 3M | +23.6% | -8.7% | +32.3% | +23.0% |
| 6M | +56.4% | -14.4% | +70.7% | +54.4% |
| YTD | +33.4% | +206.9% | -173.5% | +25.0% |
| All | +24.0% | +127.5% | -103.5% | +16.3% |
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