+4.7%
AIG vs AMDL
+131.0%
-126.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.0% | -5.6% | +0.4% |
| 7D | -1.4% | +29.0% | -30.4% | -1.8% |
| 30D | -3.3% | +19.1% | -22.4% | -3.6% |
| 3M | +2.2% | +1.8% | +0.4% | +1.6% |
| 6M | -2.1% | +374.4% | -376.5% | -7.7% |
| YTD | -11.2% | +278.9% | -290.1% | -16.4% |
| 1Y | -2.1% | +510.6% | -512.7% | -11.5% |
| All | +4.7% | +131.0% | -126.3% | -7.5% |
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