-94.8%
AAOX vs AMDL
+209.2%
-304.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +22.3% | -9.7% | -9.1% |
| 7D | -52.9% | -26.2% | -26.7% | -34.6% |
| 30D | -86.9% | -57.1% | -29.8% | -67.1% |
| 3M | -89.6% | -29.8% | -59.8% | -82.5% |
| 6M | -97.3% | -22.2% | -75.1% | -95.4% |
| All | -94.8% | +209.2% | -304.1% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling