+153.8%
B vs AMDL
+102.5%
+51.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -17.6% | +16.9% | +0.9% |
| 7D | -7.3% | +37.2% | -44.5% | -10.5% |
| 30D | -3.3% | -24.0% | +20.7% | -2.9% |
| 3M | -7.8% | -1.0% | -6.7% | -10.4% |
| 6M | -15.5% | -3.2% | -12.3% | -19.9% |
| YTD | -12.3% | +232.2% | -244.5% | -27.2% |
| 1Y | +5.4% | +137.7% | -132.4% | -10.8% |
| All | +153.8% | +102.5% | +51.3% | +106.8% |
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 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