+10.2%
AFL vs AMDL
+384.9%
-374.7%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -0.7% |
| 7D | +0.6% | +4.5% | -3.9% | +0.8% |
| 30D | -6.2% | -4.4% | -1.8% | -6.2% |
| 3M | +2.2% | -30.5% | +32.7% | +2.0% |
| 6M | +5.3% | +300.9% | -295.6% | +9.9% |
| YTD | +8.0% | +219.9% | -212.0% | +12.4% |
| 1Y | +10.2% | +374.7% | -364.5% | +13.8% |
| All | +10.2% | +384.9% | -374.7% | +13.8% |
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