+353.5%
AU vs AMDL
+145.7%
+207.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +11.9% | -16.7% | -6.0% |
| 7D | -1.1% | +103.5% | -104.6% | -8.6% |
| 30D | -4.4% | -18.3% | +13.9% | -4.6% |
| 3M | -10.0% | +20.1% | -30.0% | -14.2% |
| 6M | -14.5% | +15.9% | -30.4% | -20.4% |
| YTD | +6.4% | +303.0% | -296.6% | -13.4% |
| 1Y | +7.7% | +164.0% | -156.3% | -10.0% |
| All | +353.5% | +145.7% | +207.8% | +283.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling