+26.2%
COST vs AMDL
+117.8%
-91.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.7% | -12.3% | -0.7% |
| 7D | -3.2% | +19.9% | -23.1% | -3.3% |
| 30D | -4.0% | +6.3% | -10.2% | -4.0% |
| 3M | -6.5% | -9.9% | +3.4% | -6.7% |
| 6M | -8.5% | +394.3% | -402.8% | -13.9% |
| YTD | +6.0% | +257.3% | -251.3% | +0.3% |
| 1Y | -5.8% | +508.5% | -514.3% | -14.1% |
| All | +26.2% | +117.8% | -91.6% | +12.6% |
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