+278.8%
AG vs AMDL
+95.0%
+183.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.2% | -11.2% | -3.7% |
| 7D | +1.0% | +4.5% | -3.5% | 0.0% |
| 30D | +19.2% | -4.4% | +23.6% | +19.3% |
| 3M | +6.2% | -30.5% | +36.6% | +8.8% |
| 6M | -26.7% | +300.9% | -327.6% | -48.1% |
| YTD | +26.1% | +219.9% | -193.8% | -9.5% |
| 1Y | +131.7% | +374.7% | -243.1% | +48.7% |
| All | +278.8% | +95.0% | +183.8% | +172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling