+17.9%
ECL vs AMDL
+175.5%
-157.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.9% | -13.0% | -1.1% |
| 7D | -0.5% | +103.5% | -104.0% | -0.1% |
| 30D | +6.6% | -18.3% | +24.9% | +6.4% |
| 3M | +9.6% | +20.1% | -10.4% | +9.8% |
| 6M | +21.6% | +15.9% | +5.7% | +21.0% |
| YTD | +16.9% | +303.0% | -286.1% | +14.8% |
| 1Y | +17.9% | +164.0% | -146.1% | +13.9% |
| All | +17.9% | +175.5% | -157.6% | +13.9% |
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