-22.6%
AMC vs AMDL
+87.1%
-109.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +26.8% | -18.5% | +6.6% |
| 7D | +6.6% | +10.3% | -3.7% | +5.5% |
| 30D | +14.1% | -38.3% | +52.4% | +15.8% |
| 3M | +31.3% | -8.7% | +40.0% | +30.3% |
| 6M | +126.7% | -14.4% | +141.0% | +120.1% |
| YTD | +117.9% | +206.9% | -89.0% | +88.0% |
| 1Y | +41.1% | +144.4% | -103.3% | +23.4% |
| All | -22.6% | +87.1% | -109.7% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling