+422.5%
APP vs AMDL
+20.7%
+401.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -34.9% | +65.9% | +35.9% |
| 7D | +39.7% | -52.7% | +92.4% | +52.7% |
| 30D | +27.7% | -65.3% | +93.0% | +46.0% |
| 3M | -14.8% | -40.8% | +26.1% | -12.6% |
| 6M | -25.5% | -12.9% | -12.6% | -35.3% |
| YTD | -47.2% | +98.0% | -145.2% | -64.0% |
| 1Y | -42.3% | +30.1% | -72.4% | -57.6% |
| All | +422.5% | +20.7% | +401.8% | +192.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling