+275.9%
AEM vs AMDL
+87.1%
+188.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +26.8% | -22.0% | +2.9% |
| 7D | +17.8% | +10.3% | +7.6% | +15.8% |
| 30D | +6.2% | -38.3% | +44.5% | +8.6% |
| 3M | +12.5% | -8.7% | +21.3% | +11.1% |
| 6M | +4.4% | -14.4% | +18.8% | +1.7% |
| YTD | +19.2% | +206.9% | -187.7% | +5.3% |
| 1Y | +25.5% | +144.4% | -118.9% | +11.7% |
| All | +275.9% | +87.1% | +188.8% | +251.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling