+37.8%
APD vs AMDL
+119.6%
-81.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.3% | -13.4% | +0.7% |
| 7D | -1.2% | +18.5% | -19.7% | -1.7% |
| 30D | +11.0% | -24.2% | +35.3% | +11.1% |
| 3M | +2.6% | +11.5% | -8.9% | +1.6% |
| 6M | +4.8% | -1.0% | +5.8% | +3.4% |
| YTD | +31.0% | +260.3% | -229.3% | +23.4% |
| 1Y | +23.4% | +178.2% | -154.8% | +17.2% |
| All | +37.8% | +119.6% | -81.8% | +19.2% |
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