-18.4%
AA vs AMDL
+341.0%
-359.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.2% | -11.3% | -3.2% |
| 7D | -0.7% | +4.5% | -5.2% | -1.3% |
| 30D | +5.0% | -4.4% | +9.4% | +5.1% |
| 3M | -35.8% | -30.5% | -5.3% | -35.2% |
| 6M | -18.4% | +300.9% | -319.3% | -31.6% |
| All | -18.4% | +341.0% | -359.4% | -31.6% |
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 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