+170.9%
AGI vs AMDL
+126.1%
+44.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.3% |
| 7D | -2.7% | +15.9% | -18.7% | -3.9% |
| 30D | +7.2% | +10.5% | -3.2% | +6.1% |
| 3M | +4.3% | -4.7% | +9.0% | +2.5% |
| 6M | -27.1% | +355.2% | -382.3% | -36.9% |
| YTD | -6.6% | +270.9% | -277.5% | -19.0% |
| 1Y | +9.5% | +499.5% | -490.0% | -8.0% |
| All | +170.9% | +126.1% | +44.9% | +143.4% |
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 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