+26.1%
ADM vs AMDL
+47.6%
-21.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +22.3% | -23.0% | -1.1% |
| 7D | -9.0% | -26.2% | +17.2% | -8.7% |
| 30D | -14.0% | -57.1% | +43.1% | -12.8% |
| 3M | -9.2% | -29.8% | +20.7% | -9.1% |
| 6M | -9.2% | -22.2% | +13.1% | -9.9% |
| YTD | +24.2% | +142.1% | -117.9% | +18.3% |
| 1Y | +27.0% | +85.8% | -58.9% | +21.6% |
| All | +26.1% | +47.6% | -21.5% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling