+119.6%
AMDL vs FIVE
+24.1%
+95.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -1.1% | +15.4% | +15.0% |
| 7D | +18.5% | -0.5% | +19.0% | +20.8% |
| 30D | -24.2% | +17.4% | -41.6% | -29.9% |
| 3M | +11.5% | +7.0% | +4.4% | +7.3% |
| 6M | -1.0% | +20.5% | -21.5% | -11.7% |
| YTD | +260.3% | +33.1% | +227.1% | +205.2% |
| 1Y | +178.2% | +67.1% | +111.1% | +106.4% |
| All | +119.6% | +24.1% | +95.5% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling