-65.3%
AAOX vs AMDL
+356.3%
-421.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +11.7% | -0.5% | +0.6% |
| 7D | +15.2% | +19.9% | -4.7% | -2.2% |
| 30D | -40.3% | +6.3% | -46.6% | -39.6% |
| 3M | -81.2% | -9.9% | -71.3% | -75.1% |
| All | -65.3% | +356.3% | -421.6% | -92.9% |
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 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 · Available span rolling