+25.3%
ECL vs AMDL
+95.0%
-69.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.1% | -0.1% |
| 7D | -2.6% | +4.5% | -7.1% | -2.7% |
| 30D | -2.2% | -4.4% | +2.2% | -2.2% |
| 3M | +10.1% | -30.5% | +40.6% | +10.2% |
| 6M | -5.7% | +300.9% | -306.6% | -12.1% |
| YTD | +7.0% | +219.9% | -213.0% | -0.3% |
| 1Y | +2.7% | +374.7% | -372.1% | -7.3% |
| All | +25.3% | +95.0% | -69.8% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling