+98.3%
AFRM vs AMDL
+119.6%
-21.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +14.3% | -11.5% | +0.5% |
| 7D | -10.3% | +18.5% | -28.8% | -14.5% |
| 30D | -13.7% | -24.2% | +10.5% | -12.5% |
| 3M | -11.6% | +11.5% | -23.0% | -17.6% |
| 6M | +2.1% | -1.0% | +3.1% | -8.0% |
| YTD | -8.9% | +260.3% | -269.1% | -42.8% |
| 1Y | -9.7% | +178.2% | -187.9% | -40.4% |
| All | +98.3% | +119.6% | -21.3% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling