+159.4%
AUR vs AMDL
+115.6%
+43.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.7% | +4.1% | -1.2% |
| 7D | +0.2% | +20.7% | -20.5% | -4.1% |
| 30D | -8.9% | +9.4% | -18.4% | -11.1% |
| 3M | +4.6% | +5.6% | -1.0% | -0.7% |
| 6M | +44.9% | +340.3% | -295.4% | -5.3% |
| YTD | +64.8% | +253.6% | -188.8% | +8.3% |
| 1Y | +16.4% | +443.4% | -427.0% | -35.6% |
| All | +159.4% | +115.6% | +43.9% | +58.1% |
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