+54.0%
ARM vs AMDL
+145.7%
-91.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.9% | -13.6% | -6.0% |
| 7D | +19.8% | +103.5% | -83.7% | -9.2% |
| 30D | -21.8% | -18.3% | -3.5% | -20.3% |
| 3M | -26.5% | +20.1% | -46.6% | -35.1% |
| 6M | -3.9% | +15.9% | -19.8% | -17.4% |
| YTD | +82.8% | +303.0% | -220.3% | -4.3% |
| 1Y | +34.3% | +164.0% | -129.7% | -20.2% |
| All | +54.0% | +145.7% | -91.7% | -30.3% |
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 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