+151.8%
C vs AMDL
+95.0%
+56.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | -1.1% |
| 7D | +3.6% | +4.5% | -0.9% | +3.2% |
| 30D | +0.1% | -4.4% | +4.5% | +0.2% |
| 3M | +2.4% | -30.5% | +32.9% | +3.1% |
| 6M | +24.9% | +300.9% | -276.0% | +3.5% |
| YTD | +19.8% | +219.9% | -200.1% | -0.5% |
| 1Y | +44.9% | +374.7% | -329.9% | +11.1% |
| All | +151.8% | +95.0% | +56.8% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling