+117.7%
C vs AMDL
+20.7%
+97.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -34.9% | +29.8% | -2.1% |
| 7D | -5.3% | -52.7% | +47.4% | -0.1% |
| 30D | -7.3% | -65.3% | +58.0% | -0.1% |
| 3M | -13.5% | -40.8% | +27.4% | -11.4% |
| 6M | -6.5% | -12.9% | +6.4% | -10.8% |
| YTD | +3.6% | +98.0% | -94.4% | -12.0% |
| 1Y | +18.9% | +30.1% | -11.2% | +4.8% |
| All | +117.7% | +20.7% | +97.0% | +60.0% |
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 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