+11.5%
ARES vs AMDL
+47.6%
-36.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +22.3% | -22.1% | -1.8% |
| 7D | +4.5% | -26.2% | +30.8% | +6.3% |
| 30D | +15.7% | -57.1% | +72.8% | +23.0% |
| 3M | -2.0% | -29.8% | +27.8% | -1.7% |
| 6M | +10.4% | -22.2% | +32.6% | +5.3% |
| YTD | -14.2% | +142.1% | -156.4% | -32.2% |
| 1Y | -7.8% | +85.8% | -93.6% | -25.1% |
| All | +11.5% | +47.6% | -36.1% | -29.9% |
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 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