-99.9%
AMIX vs AMDL
+20.7%
-120.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -34.9% | +29.3% | +3.6% |
| 7D | -25.5% | -52.7% | +27.2% | -11.3% |
| 30D | -56.2% | -65.3% | +9.1% | -44.1% |
| 3M | -87.4% | -40.8% | -46.6% | -86.4% |
| 6M | -80.9% | -12.9% | -68.0% | -78.9% |
| YTD | -86.8% | +98.0% | -184.8% | -86.5% |
| 1Y | -91.3% | +30.1% | -121.5% | -90.9% |
| All | -99.9% | +20.7% | -120.6% | -99.9% |
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