-4.8%
AZO vs AMDL
+117.8%
-122.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.7% | -12.7% | -0.9% |
| 7D | -0.5% | +19.9% | -20.4% | -0.2% |
| 30D | -5.6% | +6.3% | -11.9% | -5.5% |
| 3M | -4.0% | -9.9% | +5.9% | -3.8% |
| 6M | -18.9% | +394.3% | -413.2% | -18.8% |
| YTD | -13.0% | +257.3% | -270.3% | -12.9% |
| 1Y | -30.4% | +508.5% | -539.0% | -30.8% |
| All | -4.8% | +117.8% | -122.6% | -3.8% |
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