+128.3%
C vs AMDL
+119.6%
+8.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.3% | -12.7% | +0.4% |
| 7D | -0.4% | +18.5% | -18.9% | -2.8% |
| 30D | -5.3% | -24.2% | +18.9% | -4.8% |
| 3M | -8.0% | +11.5% | -19.5% | -11.1% |
| 6M | -0.3% | -1.0% | +0.8% | -5.2% |
| YTD | +8.6% | +260.3% | -251.6% | -12.6% |
| 1Y | +25.8% | +178.2% | -152.3% | +3.3% |
| All | +128.3% | +119.6% | +8.7% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling