+29.4%
B vs AMDL
+108.7%
-79.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +8.1% |
| 7D | +1.1% | -30.7% | +31.8% | +5.5% |
| 30D | +0.3% | -43.8% | +44.1% | +6.8% |
| 3M | +5.4% | -24.5% | +29.9% | +6.7% |
| 6M | +5.5% | +44.7% | -39.2% | -7.0% |
| YTD | -6.3% | +204.0% | -210.3% | -28.8% |
| 1Y | +29.4% | +109.1% | -79.7% | +7.0% |
| All | +29.4% | +108.7% | -79.3% | +7.0% |
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