+9.8%
AGG vs AMDL
+131.0%
-121.1%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.3% | -0.2% |
| 7D | -0.2% | +29.0% | -29.1% | -0.2% |
| 30D | -0.2% | +19.1% | -19.3% | -0.3% |
| 3M | -0.7% | +1.8% | -2.5% | -0.8% |
| 6M | -1.8% | +374.4% | -376.2% | -2.0% |
| YTD | -0.6% | +278.9% | -279.5% | -0.8% |
| 1Y | +0.4% | +510.6% | -510.2% | +0.1% |
| All | +9.8% | +131.0% | -121.1% | +8.4% |
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 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