+107.2%
APA vs AMDL
+108.7%
-1.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.5% | -6.8% |
| 7D | -13.0% | -30.7% | +17.8% | -14.8% |
| 30D | +2.0% | -43.8% | +45.7% | -1.2% |
| 3M | +24.9% | -24.5% | +49.4% | +24.3% |
| 6M | +7.2% | +44.7% | -37.5% | +15.3% |
| YTD | +87.1% | +204.0% | -116.9% | +108.3% |
| 1Y | +107.2% | +109.1% | -1.9% | +127.7% |
| All | +107.2% | +108.7% | -1.5% | +127.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling