+263.4%
COMP vs AMDL
+95.0%
+168.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.2% | -8.7% | -0.5% |
| 7D | +1.4% | +4.5% | -3.2% | +0.8% |
| 30D | -13.3% | -4.4% | -8.9% | -13.2% |
| 3M | +41.1% | -30.5% | +71.6% | +42.1% |
| 6M | +17.2% | +300.9% | -283.7% | -4.4% |
| YTD | +5.2% | +219.9% | -214.7% | -13.6% |
| 1Y | +18.9% | +374.7% | -355.8% | -9.0% |
| All | +263.4% | +95.0% | +168.4% | +181.0% |
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