+6.1%
B vs AMDL
+179.2%
-173.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +11.9% | -15.0% | -4.4% |
| 7D | -6.2% | +103.5% | -109.7% | -14.1% |
| 30D | -6.6% | -18.3% | +11.7% | -6.4% |
| 3M | -7.9% | +20.1% | -27.9% | -13.0% |
| 6M | -16.8% | +15.9% | -32.7% | -24.5% |
| YTD | -11.7% | +303.0% | -314.7% | -35.4% |
| All | +6.1% | +179.2% | -173.1% | -14.6% |
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