+174.6%
AGI vs AMDL
+117.8%
+56.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.1% | -2.3% |
| 7D | +4.4% | +19.9% | -15.6% | +2.8% |
| 30D | +10.0% | +6.3% | +3.7% | +9.1% |
| 3M | +1.7% | -9.9% | +11.6% | +0.4% |
| 6M | -26.8% | +394.3% | -421.1% | -36.9% |
| YTD | -5.3% | +257.3% | -262.6% | -17.7% |
| 1Y | +11.5% | +508.5% | -497.1% | -6.3% |
| All | +174.6% | +117.8% | +56.8% | +147.4% |
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