+56.2%
AFL vs AMDL
+87.1%
-31.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +26.8% | -25.8% | +1.3% |
| 7D | +0.5% | +10.3% | -9.8% | +0.8% |
| 30D | +9.3% | -38.3% | +47.6% | +9.0% |
| 3M | +1.0% | -8.7% | +9.7% | +1.2% |
| 6M | +11.8% | -14.4% | +26.2% | +12.0% |
| YTD | +15.3% | +206.9% | -191.6% | +14.5% |
| 1Y | +12.1% | +144.4% | -132.3% | +11.6% |
| All | +56.2% | +87.1% | -31.0% | +44.3% |
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