+53.9%
AR vs AMDL
+95.0%
-41.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | -1.3% |
| 7D | +2.5% | +4.5% | -2.0% | +2.1% |
| 30D | +14.8% | -4.4% | +19.2% | +14.9% |
| 3M | +6.2% | -30.5% | +36.7% | +6.7% |
| 6M | +4.3% | +300.9% | -296.6% | -14.9% |
| YTD | +14.4% | +219.9% | -205.6% | -6.7% |
| 1Y | +21.3% | +374.7% | -353.4% | -9.9% |
| All | +53.9% | +95.0% | -41.1% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling