+150.5%
AMD vs AMDL
+95.0%
+55.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.2% | -4.5% | +0.1% |
| 7D | +2.6% | +4.5% | -2.0% | +0.2% |
| 30D | -0.9% | -4.4% | +3.5% | +0.5% |
| 3M | -8.7% | -30.5% | +21.8% | +1.5% |
| 6M | +136.3% | +300.9% | -164.5% | +2.9% |
| YTD | +123.0% | +219.9% | -96.9% | +3.9% |
| 1Y | +195.2% | +374.7% | -179.5% | +5.7% |
| All | +150.5% | +95.0% | +55.5% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling