+13.8%
AFL vs AMDL
+133.6%
-119.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.5% | +1.2% |
| 7D | +2.1% | +5.4% | -3.3% | +2.9% |
| 30D | +10.6% | -36.6% | +47.2% | +9.4% |
| 3M | +4.4% | -1.0% | +5.3% | +5.6% |
| 6M | +13.1% | -12.1% | +25.2% | +15.0% |
| YTD | +16.6% | +215.1% | -198.5% | +23.8% |
| 1Y | +13.8% | +130.4% | -116.5% | +20.4% |
| All | +13.8% | +133.6% | -119.7% | +20.4% |
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