+51.0%
COST vs AMDL
+119.6%
-68.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +14.3% | -12.3% | +2.0% |
| 7D | +3.9% | +18.5% | -14.6% | +4.0% |
| 30D | +13.5% | -24.2% | +37.8% | +13.7% |
| 3M | +15.3% | +11.5% | +3.9% | +15.1% |
| 6M | +9.2% | -1.0% | +10.2% | +8.4% |
| YTD | +26.9% | +260.3% | -233.4% | +20.0% |
| 1Y | +19.7% | +178.2% | -158.4% | +14.0% |
| All | +51.0% | +119.6% | -68.6% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling