+10.0%
AMCR vs AMDL
+95.0%
-85.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.2% | -9.4% | -0.4% |
| 7D | -1.9% | +4.5% | -6.4% | -2.0% |
| 30D | -4.1% | -4.4% | +0.3% | -4.1% |
| 3M | +21.7% | -30.5% | +52.2% | +21.7% |
| 6M | +1.5% | +300.9% | -299.4% | -2.5% |
| YTD | +13.1% | +219.9% | -206.8% | +8.3% |
| 1Y | +16.5% | +374.7% | -358.2% | +8.9% |
| All | +10.0% | +95.0% | -85.1% | -2.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling