+31.2%
ALL vs AMDL
+62.4%
-31.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +22.3% | -26.7% | -2.7% |
| 7D | -1.9% | -26.2% | +24.3% | -3.3% |
| 30D | +13.8% | -57.1% | +70.9% | +8.1% |
| 3M | -7.0% | -29.8% | +22.9% | -7.4% |
| 6M | +18.0% | -22.2% | +40.3% | +21.1% |
| YTD | +24.2% | +142.1% | -117.9% | +43.3% |
| 1Y | +31.2% | +85.8% | -54.7% | +51.1% |
| All | +31.2% | +62.4% | -31.2% | +51.1% |
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