+39.1%
ECL vs AMDL
+102.5%
-63.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -17.6% | +19.2% | +1.9% |
| 7D | +2.9% | +37.2% | -34.4% | +2.1% |
| 30D | +7.5% | -24.0% | +31.5% | +7.5% |
| 3M | +12.2% | -1.0% | +13.3% | +11.4% |
| 6M | +24.6% | -3.2% | +27.8% | +22.2% |
| YTD | +18.8% | +232.2% | -213.5% | +9.9% |
| 1Y | +19.3% | +137.7% | -118.4% | +11.7% |
| All | +39.1% | +102.5% | -63.4% | +22.7% |
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