+82.8%
DE vs AMDL
+117.8%
-35.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.5% | -2.4% |
| 7D | +0.7% | +19.9% | -19.3% | -0.3% |
| 30D | +9.6% | +6.3% | +3.4% | +9.1% |
| 3M | +19.0% | -9.9% | +28.9% | +18.2% |
| 6M | +16.1% | +394.3% | -378.2% | +3.9% |
| YTD | +47.0% | +257.3% | -210.3% | +32.4% |
| 1Y | +43.1% | +508.5% | -465.4% | +21.0% |
| All | +82.8% | +117.8% | -35.0% | +45.1% |
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