+47.6%
AMDL vs FIVE
+19.0%
+28.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.4% | +22.7% | +22.5% |
| 7D | -26.2% | -0.3% | -25.9% | -25.2% |
| 30D | -57.1% | +17.7% | -74.7% | -60.6% |
| 3M | -29.8% | +4.0% | -33.8% | -31.8% |
| 6M | -22.2% | +2.6% | -24.8% | -24.1% |
| YTD | +142.1% | +27.6% | +114.5% | +109.4% |
| 1Y | +85.8% | +59.9% | +25.9% | +40.9% |
| All | +47.6% | +19.0% | +28.6% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling