+10.3%
ARM vs AMDL
+62.4%
-52.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +22.3% | -17.5% | -3.7% |
| 7D | -15.2% | -26.2% | +11.0% | -7.8% |
| 30D | -40.7% | -57.1% | +16.4% | -21.6% |
| 3M | -39.1% | -29.8% | -9.2% | -33.4% |
| 6M | -26.4% | -22.2% | -4.2% | -24.9% |
| YTD | +59.7% | +142.1% | -82.4% | +13.5% |
| 1Y | +10.3% | +85.8% | -75.5% | -18.7% |
| All | +10.3% | +62.4% | -52.1% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling