+52.4%
ADM vs AMDL
+95.0%
-42.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | +0.1% |
| 7D | +3.8% | +4.5% | -0.8% | +3.6% |
| 30D | +9.8% | -4.4% | +14.2% | +9.8% |
| 3M | +2.1% | -30.5% | +32.6% | +2.4% |
| 6M | +27.5% | +300.9% | -273.4% | +21.3% |
| YTD | +50.2% | +219.9% | -169.7% | +43.2% |
| 1Y | +40.6% | +374.7% | -334.1% | +30.5% |
| All | +52.4% | +95.0% | -42.6% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling