+25.1%
COST vs AMDL
+115.6%
-90.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.6% | 0.0% |
| 7D | -2.5% | +20.7% | -23.2% | -2.6% |
| 30D | -4.4% | +9.4% | -13.9% | -4.5% |
| 3M | -8.1% | +5.6% | -13.7% | -8.6% |
| 6M | -9.2% | +340.3% | -349.5% | -14.2% |
| YTD | +5.1% | +253.6% | -248.5% | -0.5% |
| 1Y | -5.1% | +443.4% | -448.5% | -12.9% |
| All | +25.1% | +115.6% | -90.5% | +11.7% |
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