+32.5%
AME vs AMDL
+117.8%
-85.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.7% | -0.8% |
| 7D | +2.8% | +19.9% | -17.2% | +1.5% |
| 30D | -6.3% | +6.3% | -12.5% | -6.9% |
| 3M | +5.4% | -9.9% | +15.3% | +4.5% |
| 6M | +7.4% | +394.3% | -386.9% | -6.3% |
| YTD | +16.2% | +257.3% | -241.1% | +2.3% |
| 1Y | +26.8% | +508.5% | -481.7% | +4.8% |
| All | +32.5% | +117.8% | -85.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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