-29.8%
AMC vs AMDL
+20.7%
-50.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -34.9% | +22.4% | -10.5% |
| 7D | 0.0% | -52.7% | +52.7% | +3.7% |
| 30D | +4.4% | -65.3% | +69.7% | +9.7% |
| 3M | +15.4% | -40.8% | +56.2% | +17.8% |
| 6M | +93.7% | -12.9% | +106.6% | +86.9% |
| YTD | +97.4% | +98.0% | -0.6% | +75.3% |
| 1Y | +23.2% | +30.1% | -6.9% | +12.3% |
| All | -29.8% | +20.7% | -50.5% | -44.5% |
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 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