+10.4%
AA vs AMDL
+168.6%
-158.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.3% | -11.7% | +0.7% |
| 7D | +1.1% | +18.5% | -17.4% | -2.7% |
| 30D | -1.3% | -24.2% | +23.0% | -0.3% |
| 3M | -23.9% | +11.5% | -35.4% | -28.0% |
| 6M | -36.8% | -1.0% | -35.8% | -41.3% |
| YTD | -22.2% | +260.3% | -282.4% | -45.0% |
| 1Y | +10.4% | +178.2% | -167.8% | -16.7% |
| All | +10.4% | +168.6% | -158.2% | -16.7% |
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 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