+35.2%
ECL vs AMDL
+47.6%
-12.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +22.3% | -24.0% | -2.1% |
| 7D | -0.8% | -26.2% | +25.4% | -0.4% |
| 30D | +8.1% | -57.1% | +65.2% | +9.6% |
| 3M | +6.4% | -29.8% | +36.2% | +6.4% |
| 6M | +14.8% | -22.2% | +37.0% | +13.0% |
| YTD | +15.5% | +142.1% | -126.7% | +7.6% |
| 1Y | +20.1% | +85.8% | -65.7% | +12.9% |
| All | +35.2% | +47.6% | -12.4% | +20.3% |
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