-19.1%
AJG vs AMDL
+476.7%
-495.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -0.8% |
| 7D | -8.3% | +15.9% | -24.2% | -7.1% |
| 30D | -5.7% | +10.5% | -16.2% | -4.5% |
| 3M | +9.1% | -4.7% | +13.8% | +11.0% |
| 6M | +15.2% | +355.2% | -340.0% | +27.0% |
| YTD | -6.3% | +270.9% | -277.2% | +3.1% |
| 1Y | -19.1% | +499.5% | -518.6% | -9.5% |
| All | -19.1% | +476.7% | -495.8% | -9.5% |
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 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