+31.1%
AA vs AMDL
+47.6%
-16.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +22.3% | -19.4% | -0.7% |
| 7D | +0.9% | -26.2% | +27.1% | +4.1% |
| 30D | -6.7% | -57.1% | +50.4% | +4.1% |
| 3M | -16.3% | -29.8% | +13.5% | -15.3% |
| 6M | -37.1% | -22.2% | -14.9% | -40.5% |
| YTD | -25.0% | +142.1% | -167.1% | -46.3% |
| 1Y | +8.6% | +85.8% | -77.3% | -18.9% |
| All | +31.1% | +47.6% | -16.5% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling