+24.4%
ADP vs AMDL
+179.2%
-154.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.9% | -11.4% | +1.4% |
| 7D | +0.3% | +103.5% | -103.3% | +6.2% |
| 30D | +11.6% | -18.3% | +29.9% | +11.9% |
| 3M | +15.1% | +20.1% | -5.0% | +19.4% |
| 6M | +46.0% | +15.9% | +30.1% | +53.0% |
| YTD | +22.4% | +303.0% | -280.6% | +37.6% |
| All | +24.4% | +179.2% | -154.7% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling