+233.7%
COMP vs AMDL
+47.6%
+186.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +22.3% | -11.5% | +8.3% |
| 7D | +13.4% | -26.2% | +39.6% | +16.0% |
| 30D | +11.1% | -57.1% | +68.2% | +19.2% |
| 3M | -18.8% | -29.8% | +11.0% | -18.1% |
| 6M | +10.5% | -22.2% | +32.7% | +5.4% |
| YTD | -3.4% | +142.1% | -145.5% | -20.3% |
| 1Y | +19.7% | +85.8% | -66.1% | +0.6% |
| All | +233.7% | +47.6% | +186.1% | +159.3% |
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 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