-2.1%
AMT vs AMDL
+95.0%
-97.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -0.7% |
| 7D | -0.2% | +4.5% | -4.8% | 0.0% |
| 30D | +4.6% | -4.4% | +9.0% | +4.6% |
| 3M | -8.4% | -30.5% | +22.0% | -8.5% |
| 6M | -6.0% | +300.9% | -306.9% | -0.5% |
| YTD | +2.1% | +219.9% | -217.8% | +7.8% |
| 1Y | -6.4% | +374.7% | -381.1% | +1.7% |
| All | -2.1% | +95.0% | -97.1% | +3.7% |
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 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