+40.5%
ALL vs AMDL
+108.7%
-68.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +3.0% |
| 7D | +7.5% | -30.7% | +38.3% | +4.7% |
| 30D | +19.7% | -43.8% | +63.5% | +15.2% |
| 3M | +2.9% | -24.5% | +27.4% | +2.3% |
| 6M | +23.5% | +44.7% | -21.2% | +32.0% |
| YTD | +31.1% | +204.0% | -172.8% | +53.0% |
| 1Y | +40.5% | +109.1% | -68.6% | +62.9% |
| All | +40.5% | +108.7% | -68.2% | +62.9% |
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 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