+25.7%
A vs AMDL
+341.0%
-315.4%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.6% | +0.3% |
| 7D | -1.9% | +4.5% | -6.5% | -2.1% |
| 30D | +6.9% | -4.4% | +11.3% | +6.9% |
| 3M | +9.2% | -30.5% | +39.7% | +9.6% |
| 6M | +25.7% | +300.9% | -275.2% | +12.7% |
| All | +25.7% | +341.0% | -315.4% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling