-6.9%
AAL vs AMDL
+95.0%
-102.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.2% | -8.0% | -0.1% |
| 7D | -3.7% | +4.5% | -8.3% | -4.4% |
| 30D | -20.8% | -4.4% | -16.4% | -20.6% |
| 3M | -1.3% | -30.5% | +29.2% | -0.3% |
| 6M | +5.4% | +300.9% | -295.5% | -21.9% |
| YTD | -14.4% | +219.9% | -234.3% | -36.5% |
| 1Y | +2.1% | +374.7% | -372.6% | -32.8% |
| All | -6.9% | +95.0% | -102.0% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling