+10.9%
ARES vs AMDL
+145.7%
-134.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +11.9% | -15.2% | -4.4% |
| 7D | -0.3% | +103.5% | -103.9% | -7.1% |
| 30D | +15.3% | -18.3% | +33.6% | +15.0% |
| 3M | -5.4% | +20.1% | -25.4% | -10.0% |
| 6M | +10.0% | +15.9% | -5.9% | +1.3% |
| YTD | -14.7% | +303.0% | -317.7% | -35.9% |
| 1Y | -9.7% | +164.0% | -173.7% | -28.5% |
| All | +10.9% | +145.7% | -134.8% | -33.7% |
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 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