+501.6%
APP vs AMDL
+87.1%
+414.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +26.8% | -22.0% | +0.9% |
| 7D | +79.2% | +10.3% | +68.9% | +71.2% |
| 30D | +48.0% | -38.3% | +86.3% | +54.6% |
| 3M | +18.2% | -8.7% | +26.9% | +13.6% |
| 6M | -12.5% | -14.4% | +1.9% | -20.0% |
| YTD | -39.2% | +206.9% | -246.1% | -61.3% |
| 1Y | -33.9% | +144.4% | -178.3% | -56.3% |
| All | +501.6% | +87.1% | +414.5% | +215.0% |
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