+48.0%
COST vs AMDL
+87.1%
-39.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +26.8% | -25.6% | +1.2% |
| 7D | +2.5% | +10.3% | -7.8% | +2.5% |
| 30D | +12.8% | -38.3% | +51.0% | +12.9% |
| 3M | +12.7% | -8.7% | +21.4% | +12.5% |
| 6M | +6.0% | -14.4% | +20.4% | +5.3% |
| YTD | +24.4% | +206.9% | -182.6% | +17.6% |
| 1Y | +16.2% | +144.4% | -128.2% | +10.5% |
| All | +48.0% | +87.1% | -39.1% | +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 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