+118.8%
C vs AMDL
+47.6%
+71.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +22.3% | -21.8% | -1.4% |
| 7D | -2.4% | -26.2% | +23.8% | -0.8% |
| 30D | -6.0% | -57.1% | +51.1% | -0.6% |
| 3M | -10.5% | -29.8% | +19.3% | -9.9% |
| 6M | -5.7% | -22.2% | +16.5% | -8.6% |
| YTD | +4.1% | +142.1% | -138.0% | -13.2% |
| 1Y | +20.5% | +85.8% | -65.3% | +2.6% |
| All | +118.8% | +47.6% | +71.3% | +57.8% |
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 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