+42.1%
AR vs AMDL
+20.7%
+21.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -34.9% | +32.1% | -0.7% |
| 7D | -11.7% | -52.7% | +41.0% | -8.3% |
| 30D | +1.8% | -65.3% | +67.2% | +7.4% |
| 3M | +6.0% | -40.8% | +46.8% | +7.4% |
| 6M | -7.0% | -12.9% | +5.8% | -12.5% |
| YTD | +5.6% | +98.0% | -92.4% | -12.8% |
| 1Y | +10.8% | +30.1% | -19.3% | -4.3% |
| All | +42.1% | +20.7% | +21.4% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling