+7.9%
AMT vs AMDL
+102.5%
-94.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -17.6% | +18.5% | +0.4% |
| 7D | +1.5% | +37.2% | -35.7% | +2.9% |
| 30D | +6.8% | -24.0% | +30.9% | +6.8% |
| 3M | +11.2% | -1.0% | +12.2% | +12.5% |
| 6M | +12.5% | -3.2% | +15.7% | +14.8% |
| YTD | +12.5% | +232.2% | -219.7% | +20.3% |
| 1Y | +10.1% | +137.7% | -127.6% | +16.5% |
| All | +7.9% | +102.5% | -94.6% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling