-19.3%
AFRM vs AMDL
+384.9%
-404.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.2% | -11.8% | -3.5% |
| 7D | -7.0% | +4.5% | -11.5% | -7.4% |
| 30D | -7.8% | -4.4% | -3.4% | -7.7% |
| 3M | +5.3% | -30.5% | +35.8% | +6.0% |
| 6M | +42.6% | +300.9% | -258.2% | +14.4% |
| YTD | -2.8% | +219.9% | -222.7% | -21.9% |
| 1Y | -19.3% | +374.7% | -394.0% | -37.4% |
| All | -19.3% | +384.9% | -404.2% | -37.4% |
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