+103.6%
AFRM vs AMDL
+20.7%
+82.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -34.9% | +27.0% | -2.0% |
| 7D | -6.9% | -52.7% | +45.8% | +3.7% |
| 30D | -7.0% | -65.3% | +58.3% | +8.4% |
| 3M | -11.2% | -40.8% | +29.6% | -7.1% |
| 6M | +4.3% | -12.9% | +17.1% | -6.4% |
| YTD | -6.4% | +98.0% | -104.4% | -34.5% |
| 1Y | -2.6% | +30.1% | -32.7% | -25.5% |
| All | +103.6% | +20.7% | +82.9% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling