-7.3%
AZO vs AMDL
+126.1%
-133.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.0% | -0.1% |
| 7D | -3.6% | +15.9% | -19.5% | -3.3% |
| 30D | -5.6% | +10.5% | -16.0% | -5.3% |
| 3M | -6.6% | -4.7% | -1.9% | -6.4% |
| 6M | -22.5% | +355.2% | -377.7% | -22.3% |
| YTD | -15.2% | +270.9% | -286.0% | -15.1% |
| 1Y | -33.9% | +499.5% | -533.4% | -34.2% |
| All | -7.3% | +126.1% | -133.3% | -6.2% |
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