+159.8%
AUR vs AMDL
+95.0%
+64.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -1.7% |
| 7D | +8.7% | +4.5% | +4.2% | +7.6% |
| 30D | -5.2% | -4.4% | -0.8% | -4.6% |
| 3M | -7.3% | -30.5% | +23.2% | -4.1% |
| 6M | +41.2% | +300.9% | -259.7% | -5.8% |
| YTD | +65.1% | +219.9% | -154.8% | +11.0% |
| 1Y | +13.4% | +374.7% | -361.3% | -35.5% |
| All | +159.8% | +95.0% | +64.8% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling