+28.5%
ARM vs AMDL
+20.7%
+7.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -34.9% | +21.8% | -0.4% |
| 7D | -27.1% | -52.7% | +25.6% | -7.0% |
| 30D | -44.9% | -65.3% | +20.4% | -21.9% |
| 3M | -39.3% | -40.8% | +1.6% | -29.3% |
| 6M | -20.2% | -12.9% | -7.3% | -22.6% |
| YTD | +52.5% | +98.0% | -45.5% | +5.4% |
| 1Y | +4.1% | +30.1% | -26.1% | -19.4% |
| All | +28.5% | +20.7% | +7.8% | -23.2% |
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