+36.1%
AA vs AMDL
+119.6%
-83.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.3% | -11.7% | +0.3% |
| 7D | +1.1% | +18.5% | -17.4% | -3.5% |
| 30D | -1.3% | -24.2% | +23.0% | 0.0% |
| 3M | -23.9% | +11.5% | -35.4% | -28.9% |
| 6M | -36.8% | -1.0% | -35.8% | -42.5% |
| YTD | -22.2% | +260.3% | -282.4% | -48.0% |
| 1Y | +10.4% | +178.2% | -167.8% | -23.1% |
| All | +36.1% | +119.6% | -83.5% | -19.6% |
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