+711.7%
AAOI vs AMDL
+126.1%
+585.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | -0.2% |
| 7D | -0.2% | +15.9% | -16.1% | -7.0% |
| 30D | -23.7% | +10.5% | -34.2% | -26.6% |
| 3M | -39.0% | -4.7% | -34.3% | -38.5% |
| 6M | -17.0% | +355.2% | -372.2% | -63.1% |
| YTD | +202.2% | +270.9% | -68.6% | +37.7% |
| 1Y | +292.4% | +499.5% | -207.1% | +37.0% |
| All | +711.7% | +126.1% | +585.6% | +163.1% |
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