+52.4%
APH vs AMDL
+95.0%
-42.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.8% | -50.6% | -48.2% |
| 7D | -48.7% | -0.2% | -48.5% | -48.9% |
| 30D | -51.9% | -4.4% | -47.5% | -51.9% |
| 3M | -43.6% | -30.5% | -13.1% | -42.4% |
| 6M | -37.5% | +300.9% | -338.4% | -54.3% |
| YTD | -38.6% | +219.9% | -258.6% | -54.1% |
| 1Y | -26.3% | +374.7% | -401.0% | -50.5% |
| All | +52.4% | +95.0% | -42.6% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling