+20.1%
APD vs AMDL
+62.4%
-42.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +22.3% | -23.8% | -1.3% |
| 7D | -3.7% | -26.2% | +22.5% | -3.8% |
| 30D | +9.6% | -57.1% | +66.7% | +8.9% |
| 3M | +1.6% | -29.8% | +31.5% | +1.5% |
| 6M | +2.2% | -22.2% | +24.4% | +3.0% |
| YTD | +25.9% | +142.1% | -116.3% | +31.5% |
| 1Y | +20.1% | +85.8% | -65.7% | +25.7% |
| All | +20.1% | +62.4% | -42.3% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling