+112.1%
AMD vs AMDL
+20.7%
+91.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -34.9% | +17.6% | +0.1% |
| 7D | -28.6% | -52.7% | +24.1% | +0.2% |
| 30D | -37.7% | -65.3% | +27.6% | +0.7% |
| 3M | -16.1% | -40.8% | +24.7% | +1.9% |
| 6M | +13.8% | -12.9% | +26.7% | +3.4% |
| YTD | +88.8% | +98.0% | -9.2% | +5.3% |
| 1Y | +57.8% | +30.1% | +27.6% | +6.1% |
| All | +112.1% | +20.7% | +91.4% | +17.7% |
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 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