+173.9%
B vs AMDL
+47.6%
+126.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +22.3% | -21.7% | -1.5% |
| 7D | +9.6% | -26.2% | +35.8% | +11.4% |
| 30D | +3.5% | -57.1% | +60.6% | +10.2% |
| 3M | -1.6% | -29.8% | +28.3% | -0.7% |
| 6M | -1.7% | -22.2% | +20.6% | -4.4% |
| YTD | -5.3% | +142.1% | -147.4% | -18.6% |
| 1Y | +27.2% | +85.8% | -58.6% | +10.9% |
| All | +173.9% | +47.6% | +126.3% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling