+21.1%
ADP vs AMDL
+95.0%
-73.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.2% | -11.3% | -2.0% |
| 7D | -3.4% | +4.5% | -8.0% | -3.4% |
| 30D | +2.8% | -4.4% | +7.2% | +2.8% |
| 3M | +20.9% | -30.5% | +51.4% | +20.9% |
| 6M | +29.9% | +300.9% | -271.0% | +26.5% |
| YTD | +9.6% | +219.9% | -210.3% | +6.9% |
| 1Y | -5.3% | +374.7% | -380.0% | -9.8% |
| All | +21.1% | +95.0% | -73.9% | +9.6% |
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 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