+128.0%
C vs AMDL
+102.5%
+25.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -17.6% | +17.5% | +1.4% |
| 7D | +4.2% | +37.2% | -33.0% | +0.9% |
| 30D | +2.0% | -24.0% | +26.0% | +2.4% |
| 3M | -10.1% | -1.0% | -9.1% | -12.5% |
| 6M | +1.0% | -3.2% | +4.2% | -4.1% |
| YTD | +8.5% | +232.2% | -223.7% | -12.4% |
| 1Y | +25.7% | +137.7% | -112.0% | +4.7% |
| All | +128.0% | +102.5% | +25.5% | +59.3% |
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