+97.2%
ADI vs AMDL
+117.8%
-20.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.4% | -1.6% |
| 7D | +2.4% | +19.9% | -17.5% | -0.7% |
| 30D | -6.6% | +6.3% | -12.8% | -7.9% |
| 3M | -9.8% | -9.9% | +0.1% | -11.1% |
| 6M | +15.7% | +394.3% | -378.6% | -16.6% |
| YTD | +35.1% | +257.3% | -222.2% | -0.8% |
| 1Y | +47.7% | +508.5% | -460.8% | -8.9% |
| All | +97.2% | +117.8% | -20.6% | +22.9% |
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 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