+67.8%
B vs AMDL
+384.9%
-317.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.2% | -11.4% | -3.2% |
| 7D | -1.6% | +4.5% | -6.1% | -2.1% |
| 30D | +9.4% | -4.4% | +13.8% | +9.6% |
| 3M | +5.0% | -30.5% | +35.5% | +5.9% |
| 6M | -3.5% | +300.9% | -304.4% | -20.7% |
| YTD | +4.5% | +219.9% | -215.5% | -13.2% |
| 1Y | +67.8% | +374.7% | -306.9% | +45.5% |
| All | +67.8% | +384.9% | -317.1% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling