+5.3%
A vs AMDL
+95.0%
-89.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.6% | +0.1% |
| 7D | -1.9% | +4.5% | -6.5% | -2.2% |
| 30D | +6.9% | -4.4% | +11.3% | +7.0% |
| 3M | +9.2% | -30.5% | +39.7% | +9.7% |
| 6M | +25.7% | +300.9% | -275.2% | +10.5% |
| YTD | +11.5% | +219.9% | -208.4% | -1.8% |
| 1Y | +18.4% | +374.7% | -356.4% | -1.9% |
| All | +5.3% | +95.0% | -89.8% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling