+46.2%
APA vs AMDL
+95.0%
-48.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +9.2% | -12.4% | -3.6% |
| 7D | +0.5% | +4.5% | -4.0% | +0.3% |
| 30D | +23.4% | -4.4% | +27.8% | +23.4% |
| 3M | +12.7% | -30.5% | +43.2% | +13.0% |
| 6M | +39.4% | +300.9% | -261.5% | +18.1% |
| YTD | +79.0% | +219.9% | -141.0% | +51.8% |
| 1Y | +88.8% | +374.7% | -285.9% | +44.5% |
| All | +46.2% | +95.0% | -48.8% | -8.7% |
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