-40.1%
AVTR vs AMDL
+117.8%
-157.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.7% | -9.8% | +1.2% |
| 7D | +7.4% | +19.9% | -12.6% | +6.2% |
| 30D | +12.2% | +6.3% | +6.0% | +11.6% |
| 3M | +57.4% | -9.9% | +67.3% | +55.6% |
| 6M | +86.7% | +394.3% | -307.6% | +61.0% |
| YTD | +33.1% | +257.3% | -224.2% | +15.7% |
| 1Y | +16.1% | +508.5% | -492.4% | -6.9% |
| All | -40.1% | +117.8% | -157.9% | -54.1% |
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 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