+173.9%
AG vs AMDL
+47.6%
+126.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +22.3% | -20.5% | -2.3% |
| 7D | +6.3% | -26.2% | +32.5% | +10.1% |
| 30D | -8.9% | -57.1% | +48.1% | +3.5% |
| 3M | -12.2% | -29.8% | +17.7% | -10.5% |
| 6M | -28.3% | -22.2% | -6.1% | -31.7% |
| YTD | -8.8% | +142.1% | -150.9% | -33.8% |
| 1Y | +39.4% | +85.8% | -46.5% | +5.4% |
| All | +173.9% | +47.6% | +126.3% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling