+370.4%
APP vs AMDL
+95.0%
+275.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.2% | -7.0% | +0.6% |
| 7D | +0.9% | +4.5% | -3.7% | 0.0% |
| 30D | -23.3% | -4.4% | -18.9% | -23.2% |
| 3M | -42.6% | -30.5% | -12.2% | -42.0% |
| 6M | -33.6% | +300.9% | -334.5% | -57.5% |
| YTD | -52.4% | +219.9% | -272.4% | -68.4% |
| 1Y | -35.9% | +374.7% | -410.6% | -64.3% |
| All | +370.4% | +95.0% | +275.4% | +157.2% |
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 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