+55.8%
D vs AMDL
+145.7%
-89.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.9% | -12.7% | -0.6% |
| 7D | -3.1% | +103.5% | -106.6% | -2.0% |
| 30D | +8.4% | -18.3% | +26.7% | +8.6% |
| 3M | +0.2% | +20.1% | -19.8% | +0.9% |
| 6M | +9.5% | +15.9% | -6.4% | +10.4% |
| YTD | +18.8% | +303.0% | -284.2% | +21.0% |
| 1Y | +14.7% | +164.0% | -149.3% | +16.7% |
| All | +55.8% | +145.7% | -89.9% | +52.8% |
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