+109.1%
AMDL vs PFG
+46.8%
+62.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +1.4% |
| 7D | -30.7% | +4.9% | -35.6% | -30.8% |
| 30D | -43.8% | +5.7% | -49.4% | -43.8% |
| 3M | -24.5% | +2.6% | -27.1% | -24.7% |
| 6M | +44.7% | +19.8% | +24.9% | +27.7% |
| YTD | +204.0% | +36.3% | +167.7% | +145.5% |
| 1Y | +109.1% | +47.9% | +61.2% | +61.2% |
| All | +109.1% | +46.8% | +62.2% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling