+71.8%
ALL vs AMDL
+20.7%
+51.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -34.9% | +34.0% | -2.3% |
| 7D | +4.2% | -52.7% | +56.9% | +1.5% |
| 30D | +18.9% | -65.3% | +84.2% | +14.7% |
| 3M | +1.2% | -40.8% | +42.1% | +0.1% |
| 6M | +23.2% | -12.9% | +36.1% | +24.1% |
| YTD | +30.0% | +98.0% | -68.0% | +34.1% |
| 1Y | +39.6% | +30.1% | +9.5% | +43.9% |
| All | +71.8% | +20.7% | +51.1% | +69.8% |
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