+15.4%
ARES vs AMDL
+95.0%
-79.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -1.9% |
| 7D | -1.7% | +4.5% | -6.2% | -2.2% |
| 30D | +0.3% | -4.4% | +4.7% | +0.3% |
| 3M | +8.5% | -30.5% | +39.0% | +9.2% |
| 6M | +23.5% | +300.9% | -277.4% | -2.6% |
| YTD | -11.2% | +219.9% | -231.2% | -29.7% |
| 1Y | -19.3% | +374.7% | -394.0% | -42.5% |
| All | +15.4% | +95.0% | -79.6% | -27.3% |
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