+33.8%
AME vs AMDL
+119.6%
-85.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.3% | -13.7% | -0.5% |
| 7D | +1.1% | +18.5% | -17.4% | -1.1% |
| 30D | -4.1% | -24.2% | +20.2% | -3.6% |
| 3M | -6.3% | +11.5% | -17.8% | -8.8% |
| 6M | +3.5% | -1.0% | +4.6% | -0.2% |
| YTD | +17.3% | +260.3% | -243.0% | +1.5% |
| 1Y | +22.0% | +178.2% | -156.1% | +6.9% |
| All | +33.8% | +119.6% | -85.8% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling