-39.6%
AMC vs AMDL
+95.0%
-134.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.2% | -4.9% | +3.9% |
| 7D | +2.3% | +4.5% | -2.2% | +2.1% |
| 30D | -0.7% | -4.4% | +3.7% | -0.7% |
| 3M | +35.2% | -30.5% | +65.7% | +35.4% |
| 6M | +124.6% | +300.9% | -176.3% | +95.6% |
| YTD | +69.9% | +219.9% | -150.1% | +47.7% |
| 1Y | -2.6% | +374.7% | -377.3% | -19.9% |
| All | -39.6% | +95.0% | -134.7% | -53.2% |
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