+202.1%
B vs AMDL
+95.0%
+107.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.2% | -11.4% | -3.1% |
| 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% | -18.1% |
| YTD | +4.5% | +219.9% | -215.5% | -10.6% |
| 1Y | +67.8% | +374.7% | -306.9% | +38.2% |
| All | +202.1% | +95.0% | +107.1% | +154.0% |
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 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