-12.9%
AMDL vs ES
+5.8%
-18.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | +2.1% | -36.9% | -30.6% |
| 7D | -52.7% | +5.9% | -58.6% | -45.7% |
| 30D | -65.3% | +10.2% | -75.5% | -56.8% |
| 3M | -40.8% | +0.4% | -41.2% | -36.4% |
| 6M | -12.9% | +6.9% | -19.7% | +3.6% |
| All | -12.9% | +5.8% | -18.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 6mo: compounded portfolio wealth divided by compounded ES 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…
6mo analysis · Full analysis span regression · 6 months rolling