+23.2%
APD vs AMDL
+133.6%
-110.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.4% |
| 7D | -0.2% | +5.4% | -5.6% | -0.1% |
| 30D | +11.0% | -36.6% | +47.6% | +10.6% |
| 3M | +1.3% | -1.0% | +2.3% | +1.5% |
| 6M | +6.4% | -12.1% | +18.4% | +7.0% |
| YTD | +28.9% | +215.1% | -186.2% | +34.8% |
| 1Y | +23.2% | +130.4% | -107.1% | +28.2% |
| All | +23.2% | +133.6% | -110.3% | +28.2% |
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 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