+116.9%
AGI vs AMDL
+145.7%
-28.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +11.9% | -16.0% | -5.0% |
| 7D | -7.5% | +103.5% | -111.0% | -12.8% |
| 30D | -9.9% | -18.3% | +8.4% | -9.9% |
| 3M | -14.2% | +20.1% | -34.2% | -17.2% |
| 6M | -35.2% | +15.9% | -51.1% | -38.7% |
| YTD | -25.2% | +303.0% | -328.3% | -36.8% |
| 1Y | -14.3% | +164.0% | -178.3% | -26.0% |
| All | +116.9% | +145.7% | -28.8% | +89.9% |
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