+124.2%
C vs AMDL
+87.1%
+37.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +26.8% | -24.3% | +0.2% |
| 7D | -0.9% | +10.3% | -11.2% | -2.7% |
| 30D | -5.4% | -38.3% | +32.9% | -3.2% |
| 3M | -9.2% | -8.7% | -0.4% | -10.7% |
| 6M | -1.8% | -14.4% | +12.5% | -5.5% |
| YTD | +6.7% | +206.9% | -200.3% | -13.0% |
| 1Y | +23.5% | +144.4% | -120.9% | +2.5% |
| All | +124.2% | +87.1% | +37.1% | +58.2% |
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 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