+163.5%
AUR vs AMDL
+126.1%
+37.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | +0.5% |
| 7D | +1.4% | +15.9% | -14.5% | -1.9% |
| 30D | -6.4% | +10.5% | -16.9% | -8.8% |
| 3M | +7.7% | -4.7% | +12.4% | +4.8% |
| 6M | +44.5% | +355.2% | -310.7% | -6.2% |
| YTD | +67.4% | +270.9% | -203.4% | +8.9% |
| 1Y | +15.4% | +499.5% | -484.0% | -37.6% |
| All | +163.5% | +126.1% | +37.5% | +58.9% |
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 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