-16.6%
AFRM vs AMDL
+175.5%
-192.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +11.9% | -14.8% | -4.0% |
| 7D | -5.5% | +103.5% | -109.0% | -11.8% |
| 30D | -15.5% | -18.3% | +2.8% | -15.3% |
| 3M | -10.3% | +20.1% | -30.4% | -13.7% |
| 6M | +0.6% | +15.9% | -15.3% | -5.4% |
| YTD | -11.5% | +303.0% | -314.6% | -31.1% |
| 1Y | -16.6% | +164.0% | -180.6% | -27.5% |
| All | -16.6% | +175.5% | -192.1% | -27.5% |
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