+39.2%
AEM vs AMDL
+384.9%
-345.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.2% | -10.4% | -2.0% |
| 7D | -0.5% | +4.5% | -5.1% | -1.0% |
| 30D | +24.0% | -4.4% | +28.4% | +24.1% |
| 3M | +16.1% | -30.5% | +46.6% | +17.0% |
| 6M | -11.6% | +300.9% | -312.5% | -24.9% |
| YTD | +21.5% | +219.9% | -198.4% | +3.9% |
| 1Y | +39.2% | +374.7% | -335.5% | +22.4% |
| All | +39.2% | +384.9% | -345.7% | +22.4% |
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 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