+46.1%
DE vs AMDL
+108.7%
-62.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.6% |
| 7D | +5.6% | -30.7% | +36.3% | +6.2% |
| 30D | -0.8% | -43.8% | +42.9% | +0.1% |
| 3M | +9.8% | -24.5% | +34.4% | +10.1% |
| 6M | +17.5% | +44.7% | -27.1% | +17.3% |
| YTD | +46.5% | +204.0% | -157.5% | +43.9% |
| 1Y | +46.1% | +109.1% | -63.0% | +42.8% |
| All | +46.1% | +108.7% | -62.5% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling