+53.3%
APA vs AMDL
+47.6%
+5.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +22.3% | -19.6% | +1.8% |
| 7D | -15.5% | -26.2% | +10.7% | -14.9% |
| 30D | +2.4% | -57.1% | +59.5% | +4.9% |
| 3M | +22.8% | -29.8% | +52.6% | +22.8% |
| 6M | +17.9% | -22.2% | +40.2% | +14.7% |
| YTD | +87.7% | +142.1% | -54.4% | +59.1% |
| 1Y | +94.2% | +85.8% | +8.4% | +68.0% |
| All | +53.3% | +47.6% | +5.7% | -4.3% |
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