+6.7%
AMCR vs AMDL
+145.7%
-139.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.9% | -13.2% | -1.5% |
| 7D | -4.5% | +103.5% | -108.0% | -5.7% |
| 30D | +4.9% | -18.3% | +23.2% | +4.9% |
| 3M | -4.6% | +20.1% | -24.6% | -5.5% |
| 6M | +15.2% | +15.9% | -0.7% | +13.0% |
| YTD | +9.7% | +303.0% | -293.3% | +4.0% |
| 1Y | +10.5% | +164.0% | -153.5% | +5.6% |
| All | +6.7% | +145.7% | -139.0% | -6.1% |
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 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