+60.7%
D vs AMDL
+20.7%
+40.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -34.9% | +34.7% | -0.6% |
| 7D | +6.9% | -52.7% | +59.7% | +6.0% |
| 30D | +12.3% | -65.3% | +77.6% | +11.2% |
| 3M | +3.0% | -40.8% | +43.9% | +2.5% |
| 6M | +12.8% | -12.9% | +25.7% | +12.9% |
| YTD | +22.6% | +98.0% | -75.5% | +23.4% |
| 1Y | +21.7% | +30.1% | -8.5% | +22.4% |
| All | +60.7% | +20.7% | +40.0% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling