+27.8%
ADM vs AMDL
+119.6%
-91.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +14.3% | -12.0% | +2.1% |
| 7D | +0.1% | +18.5% | -18.4% | -0.4% |
| 30D | -11.8% | -24.2% | +12.4% | -11.6% |
| 3M | -11.3% | +11.5% | -22.8% | -12.1% |
| 6M | -10.0% | -1.0% | -9.0% | -11.1% |
| YTD | +25.9% | +260.3% | -234.4% | +19.0% |
| 1Y | +26.7% | +178.2% | -151.5% | +20.3% |
| All | +27.8% | +119.6% | -91.8% | +10.9% |
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 · 6 months rolling