+95.0%
AMDL vs ALM
+1,711.8%
-1,616.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.5% | +10.7% | +9.7% |
| 7D | +4.5% | -2.6% | +7.1% | +5.4% |
| 30D | -4.4% | +32.0% | -36.4% | -12.7% |
| 3M | -30.5% | -15.0% | -15.4% | -27.3% |
| 6M | +300.9% | -10.1% | +311.0% | +312.2% |
| YTD | +219.9% | +99.4% | +120.5% | +187.6% |
| 1Y | +374.7% | +316.4% | +58.4% | +280.6% |
| All | +95.0% | +1,711.8% | -1,616.8% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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