+458.2%
AU vs AMDL
+117.8%
+340.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.7% | -12.8% | -2.3% |
| 7D | -0.3% | +19.9% | -20.2% | -2.2% |
| 30D | +12.8% | +6.3% | +6.5% | +11.6% |
| 3M | +28.5% | -9.9% | +38.4% | +26.2% |
| 6M | +4.8% | +394.3% | -389.5% | -12.6% |
| YTD | +31.0% | +257.3% | -226.3% | +10.7% |
| 1Y | +81.4% | +508.5% | -427.1% | +46.9% |
| All | +458.2% | +117.8% | +340.4% | +389.9% |
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