+67.2%
ALL vs AMDL
+95.0%
-27.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -1.0% |
| 7D | 0.0% | +4.5% | -4.5% | +0.2% |
| 30D | -1.5% | -4.4% | +2.9% | -1.5% |
| 3M | +23.6% | -30.5% | +54.1% | +23.6% |
| 6M | +22.3% | +300.9% | -278.5% | +27.7% |
| YTD | +26.5% | +219.9% | -193.4% | +31.9% |
| 1Y | +27.0% | +374.7% | -347.7% | +32.1% |
| All | +67.2% | +95.0% | -27.8% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling