+115.4%
AMD vs AMDL
+130.1%
-14.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -17.6% | +8.8% | 0.0% |
| 7D | +18.9% | +37.2% | -18.3% | 0.0% |
| 30D | -6.4% | -24.0% | +17.6% | +0.6% |
| 3M | +10.6% | -1.0% | +11.6% | +1.9% |
| 6M | +19.9% | -3.2% | +23.1% | +3.1% |
| YTD | +149.4% | +232.2% | -82.8% | +5.0% |
| 1Y | +115.4% | +137.7% | -22.4% | +5.7% |
| All | +115.4% | +130.1% | -14.7% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling