+95.0%
AMDL vs AMP
+37.7%
+57.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.8% | +10.0% | +10.1% |
| 7D | +4.5% | +0.2% | +4.3% | +4.1% |
| 30D | -4.4% | -0.1% | -4.3% | -4.7% |
| 3M | -30.5% | +23.6% | -54.0% | -47.6% |
| 6M | +300.9% | +20.4% | +280.5% | +210.3% |
| YTD | +219.9% | +15.4% | +204.5% | +148.3% |
| 1Y | +374.7% | +11.0% | +363.8% | +293.2% |
| All | +95.0% | +37.7% | +57.3% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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