+22.0%
AME vs AMDL
+168.6%
-146.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.3% | -13.7% | -0.6% |
| 7D | +1.1% | +18.5% | -17.4% | -1.4% |
| 30D | -4.1% | -24.2% | +20.2% | -3.8% |
| 3M | -6.3% | +11.5% | -17.8% | -9.0% |
| 6M | +3.5% | -1.0% | +4.6% | -0.4% |
| YTD | +17.3% | +260.3% | -243.0% | +2.1% |
| 1Y | +22.0% | +178.2% | -156.1% | +6.3% |
| All | +22.0% | +168.6% | -146.5% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling