+26.0%
C vs AMDL
+108.7%
-82.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.6% |
| 7D | +1.1% | -30.7% | +31.8% | +2.9% |
| 30D | -2.4% | -43.8% | +41.3% | +0.2% |
| 3M | -8.4% | -24.5% | +16.2% | -7.9% |
| 6M | +0.3% | +44.7% | -44.3% | -4.4% |
| YTD | +9.1% | +204.0% | -194.9% | -4.8% |
| 1Y | +26.0% | +109.1% | -83.0% | +13.2% |
| All | +26.0% | +108.7% | -82.6% | +13.2% |
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 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