+11.2%
AFL vs AMDL
-1.6%
+12.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +14.3% | -14.0% | +1.1% |
| 7D | +1.4% | +18.5% | -17.1% | +3.0% |
| 30D | +9.7% | -24.2% | +33.9% | +9.0% |
| 3M | +5.5% | +11.5% | -6.0% | +7.9% |
| 6M | +11.2% | -1.0% | +12.2% | +15.1% |
| All | +11.2% | -1.6% | +12.8% | +15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling