+166.8%
AUR vs AMDL
+117.8%
+49.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.7% | -9.0% | +0.2% |
| 7D | +19.2% | +19.9% | -0.7% | +14.4% |
| 30D | -7.8% | +6.3% | -14.0% | -9.4% |
| 3M | +4.0% | -9.9% | +13.9% | +2.0% |
| 6M | +45.0% | +394.3% | -349.3% | -7.6% |
| YTD | +69.5% | +257.3% | -187.8% | +11.2% |
| 1Y | +13.0% | +508.5% | -495.5% | -39.4% |
| All | +166.8% | +117.8% | +49.0% | +62.3% |
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