+172.4%
B vs AMDL
+20.7%
+151.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -34.9% | +35.4% | +3.7% |
| 7D | +4.3% | -52.7% | +57.0% | +10.6% |
| 30D | -0.9% | -65.3% | +64.4% | +7.8% |
| 3M | -1.4% | -40.8% | +39.5% | +1.3% |
| 6M | +5.0% | -12.9% | +17.9% | +1.0% |
| YTD | -5.8% | +98.0% | -103.8% | -17.4% |
| 1Y | +25.6% | +30.1% | -4.5% | +12.8% |
| All | +172.4% | +20.7% | +151.7% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling