+88.5%
AUR vs AMDL
+119.6%
-31.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +14.3% | -13.2% | -1.9% |
| 7D | +12.7% | +18.5% | -5.8% | +5.7% |
| 30D | -18.7% | -24.2% | +5.5% | -17.2% |
| 3M | -33.8% | +11.5% | -45.3% | -38.7% |
| 6M | -36.6% | -1.0% | -35.6% | -42.9% |
| YTD | +19.8% | +260.3% | -240.5% | -25.4% |
| 1Y | +8.0% | +178.2% | -170.2% | -29.5% |
| All | +88.5% | +119.6% | -31.1% | +8.9% |
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 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