+10.2%
AFL vs AMDL
+540.4%
-530.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.0% | -6.4% | -0.1% |
| 7D | -2.1% | +29.0% | -31.1% | -1.2% |
| 30D | -5.4% | +19.1% | -24.5% | -4.7% |
| 3M | -0.3% | +1.8% | -2.0% | +0.7% |
| 6M | +5.2% | +374.4% | -369.2% | +11.0% |
| YTD | +5.7% | +278.9% | -273.2% | +11.2% |
| 1Y | +10.2% | +510.6% | -500.4% | +16.5% |
| All | +10.2% | +540.4% | -530.2% | +16.5% |
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