+63.7%
APA vs AMDL
+145.7%
-81.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.9% | -9.9% | +1.5% |
| 7D | +9.6% | +103.5% | -93.9% | +6.4% |
| 30D | -0.2% | -18.3% | +18.1% | -0.4% |
| 3M | +19.8% | +20.1% | -0.2% | +17.2% |
| 6M | +30.1% | +15.9% | +14.2% | +24.9% |
| YTD | +100.4% | +303.0% | -202.6% | +66.3% |
| 1Y | +105.2% | +164.0% | -58.8% | +77.7% |
| All | +63.7% | +145.7% | -81.9% | 0.0% |
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