+11.5%
AG vs AMDL
+175.5%
-164.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +11.9% | -17.2% | -7.4% |
| 7D | -6.0% | +103.5% | -109.6% | -18.9% |
| 30D | -14.3% | -18.3% | +4.0% | -14.0% |
| 3M | -26.9% | +20.1% | -47.0% | -33.1% |
| 6M | -42.1% | +15.9% | -58.0% | -49.3% |
| YTD | -15.9% | +303.0% | -318.9% | -47.0% |
| 1Y | +11.5% | +164.0% | -152.5% | -14.5% |
| All | +11.5% | +175.5% | -164.0% | -14.5% |
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