-1.7%
AJG vs AMDL
+115.6%
-117.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.3% | -0.7% |
| 7D | -8.5% | +20.7% | -29.2% | -7.8% |
| 30D | -3.8% | +9.4% | -13.2% | -3.2% |
| 3M | +10.8% | +5.6% | +5.2% | +11.9% |
| 6M | +15.6% | +340.3% | -324.7% | +19.0% |
| YTD | -5.1% | +253.6% | -258.8% | -2.5% |
| 1Y | -16.0% | +443.4% | -459.4% | -14.4% |
| All | -1.7% | +115.6% | -117.3% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling