+0.3%
AGI vs AMDL
+108.7%
-108.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.7% | +9.1% | +10.6% |
| 7D | -5.3% | -30.7% | +25.5% | -1.6% |
| 30D | -7.1% | -43.8% | +36.6% | -1.9% |
| 3M | +4.4% | -24.5% | +28.9% | +5.8% |
| 6M | -23.0% | +44.7% | -67.7% | -30.8% |
| YTD | -22.0% | +204.0% | -226.0% | -38.7% |
| 1Y | +0.3% | +109.1% | -108.8% | -15.3% |
| All | +0.3% | +108.7% | -108.4% | -15.3% |
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