+38.4%
ECL vs AMDL
+119.6%
-81.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.3% | -13.7% | +0.3% |
| 7D | -2.3% | +18.5% | -20.8% | -2.8% |
| 30D | +8.3% | -24.2% | +32.5% | +8.4% |
| 3M | +8.4% | +11.5% | -3.0% | +7.4% |
| 6M | +23.3% | -1.0% | +24.3% | +21.1% |
| YTD | +18.2% | +260.3% | -242.0% | +9.3% |
| 1Y | +18.8% | +178.2% | -159.4% | +10.6% |
| All | +38.4% | +119.6% | -81.2% | +22.0% |
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