-99.7%
AMIX vs AMDL
+95.0%
-194.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.2% | -11.1% | -4.5% |
| 7D | -13.7% | +4.5% | -18.3% | -15.0% |
| 30D | -62.1% | -4.4% | -57.7% | -61.7% |
| 3M | -46.2% | -30.5% | -15.7% | -41.4% |
| 6M | -46.4% | +300.9% | -347.3% | -48.9% |
| YTD | -60.3% | +219.9% | -280.2% | -61.9% |
| 1Y | -79.7% | +374.7% | -454.4% | -80.9% |
| All | -99.7% | +95.0% | -194.7% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling