+5.9%
AFRM vs AMDL
+108.7%
-102.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.4% | +4.9% |
| 7D | +3.1% | -30.7% | +33.8% | +6.3% |
| 30D | +1.1% | -43.8% | +44.9% | +5.9% |
| 3M | -3.2% | -24.5% | +21.3% | -2.1% |
| 6M | +12.7% | +44.7% | -32.0% | +2.6% |
| YTD | +1.6% | +204.0% | -202.4% | -20.9% |
| 1Y | +5.9% | +109.1% | -103.2% | -9.4% |
| All | +5.9% | +108.7% | -102.8% | -9.4% |
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