+3.3%
AFRM vs AMDL
+62.4%
-59.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +22.3% | -24.5% | -4.3% |
| 7D | -7.3% | -26.2% | +18.9% | -5.4% |
| 30D | -9.6% | -57.1% | +47.5% | -3.8% |
| 3M | -11.1% | -29.8% | +18.8% | -9.9% |
| 6M | +3.9% | -22.2% | +26.1% | +1.4% |
| YTD | -8.5% | +142.1% | -150.6% | -25.6% |
| 1Y | +3.3% | +85.8% | -82.6% | -11.2% |
| All | +3.3% | +62.4% | -59.2% | -11.2% |
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