+57.1%
D vs AMDL
+119.6%
-62.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.3% | -14.8% | -0.2% |
| 7D | -2.4% | +18.5% | -20.9% | -2.0% |
| 30D | +9.0% | -24.2% | +33.2% | +9.1% |
| 3M | +1.0% | +11.5% | -10.5% | +1.5% |
| 6M | +11.0% | -1.0% | +12.0% | +11.7% |
| YTD | +19.8% | +260.3% | -240.5% | +21.8% |
| 1Y | +16.0% | +178.2% | -162.2% | +17.9% |
| All | +57.1% | +119.6% | -62.5% | +53.7% |
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