+461.8%
AU vs AMDL
+131.0%
+330.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.4% | 0.0% |
| 7D | +0.6% | +29.0% | -28.3% | -2.1% |
| 30D | +12.3% | +19.1% | -6.8% | +9.9% |
| 3M | +29.4% | +1.8% | +27.6% | +25.5% |
| 6M | +3.2% | +374.4% | -371.2% | -13.7% |
| YTD | +31.8% | +278.9% | -247.1% | +10.8% |
| 1Y | +83.4% | +510.6% | -427.2% | +48.1% |
| All | +461.8% | +131.0% | +330.9% | +390.1% |
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