+234.1%
AEM vs AMDL
+102.5%
+131.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -17.6% | +17.6% | +1.2% |
| 7D | -6.8% | +37.2% | -44.1% | -9.4% |
| 30D | +0.8% | -24.0% | +24.9% | +1.2% |
| 3M | -0.8% | -1.0% | +0.2% | -3.0% |
| 6M | -8.5% | -3.2% | -5.3% | -12.0% |
| YTD | +5.9% | +232.2% | -226.3% | -7.3% |
| 1Y | +6.6% | +137.7% | -131.1% | -5.6% |
| All | +234.1% | +102.5% | +131.6% | +209.6% |
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