+38.3%
APD vs AMDL
+145.7%
-107.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.9% | -11.5% | +0.1% |
| 7D | +2.2% | +103.5% | -101.4% | +0.7% |
| 30D | +9.4% | -18.3% | +27.7% | +9.4% |
| 3M | +4.7% | +20.1% | -15.4% | +3.6% |
| 6M | +5.5% | +15.9% | -10.4% | +3.7% |
| YTD | +31.4% | +303.0% | -271.6% | +23.5% |
| 1Y | +24.1% | +164.0% | -139.9% | +18.5% |
| All | +38.3% | +145.7% | -107.4% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling