+267.2%
ATI vs AMDL
+47.6%
+219.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +22.3% | -17.9% | +1.3% |
| 7D | +6.2% | -26.2% | +32.4% | +9.2% |
| 30D | -7.1% | -57.1% | +50.0% | +2.3% |
| 3M | -21.3% | -29.8% | +8.5% | -20.0% |
| 6M | +6.5% | -22.2% | +28.7% | +2.4% |
| YTD | +53.2% | +142.1% | -88.9% | +17.9% |
| 1Y | +82.7% | +85.8% | -3.1% | +44.9% |
| All | +267.2% | +47.6% | +219.6% | +138.3% |
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 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