+16.0%
ARES vs AMDL
+92.1%
-76.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.4% |
| 7D | +8.1% | +5.4% | +2.7% | +6.4% |
| 30D | +18.9% | -36.6% | +55.6% | +21.7% |
| 3M | +2.3% | -1.0% | +3.3% | -0.8% |
| 6M | +12.7% | -12.1% | +24.8% | +6.7% |
| YTD | -10.8% | +215.1% | -225.9% | -31.3% |
| 1Y | -5.3% | +130.4% | -135.7% | -24.6% |
| All | +16.0% | +92.1% | -76.1% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling