-28.5%
AMC vs AMDL
+47.6%
-76.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +22.3% | -20.3% | +0.6% |
| 7D | +2.6% | -26.2% | +28.8% | +3.9% |
| 30D | +9.0% | -57.1% | +66.1% | +13.0% |
| 3M | +22.2% | -29.8% | +52.0% | +23.4% |
| 6M | +91.5% | -22.2% | +113.7% | +86.8% |
| YTD | +101.3% | +142.1% | -40.8% | +76.4% |
| 1Y | +20.8% | +85.8% | -65.1% | +7.6% |
| All | -28.5% | +47.6% | -76.1% | -44.1% |
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 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