+40.9%
AR vs AMDL
+47.6%
-6.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +22.3% | -23.1% | -2.1% |
| 7D | -14.3% | -26.2% | +11.9% | -13.2% |
| 30D | +1.4% | -57.1% | +58.5% | +5.5% |
| 3M | +3.4% | -29.8% | +33.2% | +3.6% |
| 6M | -2.1% | -22.2% | +20.2% | -5.6% |
| YTD | +4.7% | +142.1% | -137.4% | -14.6% |
| 1Y | +10.6% | +85.8% | -75.3% | -7.6% |
| All | +40.9% | +47.6% | -6.7% | +1.2% |
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