+22.7%
C vs AMDL
+127.5%
-104.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +26.8% | -24.3% | +0.9% |
| 7D | -0.9% | +10.3% | -11.2% | -2.1% |
| 30D | -5.4% | -38.3% | +32.9% | -3.9% |
| 3M | -9.2% | -8.7% | -0.4% | -10.1% |
| 6M | -1.8% | -14.4% | +12.5% | -4.3% |
| YTD | +6.7% | +206.9% | -200.3% | -7.6% |
| All | +22.7% | +127.5% | -104.8% | +9.0% |
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 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