+48.0%
COST vs AMDL
+92.1%
-44.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | 0.0% |
| 7D | +4.6% | +5.4% | -0.8% | +4.6% |
| 30D | +12.8% | -36.6% | +49.4% | +12.9% |
| 3M | +12.1% | -1.0% | +13.0% | +11.8% |
| 6M | +6.0% | -12.1% | +18.1% | +5.3% |
| YTD | +24.4% | +215.1% | -190.7% | +17.6% |
| 1Y | +17.1% | +130.4% | -113.2% | +11.8% |
| All | +48.0% | +92.1% | -44.1% | +32.0% |
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 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