+474.1%
APP vs AMDL
+47.6%
+426.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +22.3% | -12.4% | +6.6% |
| 7D | +71.2% | -26.2% | +97.4% | +74.3% |
| 30D | +39.1% | -57.1% | +96.2% | +54.0% |
| 3M | +16.5% | -29.8% | +46.4% | +16.8% |
| 6M | -16.6% | -22.2% | +5.7% | -23.7% |
| YTD | -41.9% | +142.1% | -184.1% | -61.6% |
| 1Y | -37.0% | +85.8% | -122.9% | -56.4% |
| All | +474.1% | +47.6% | +426.5% | +212.1% |
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