+44.6%
ED vs AMDL
+87.1%
-42.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +26.8% | -26.9% | +1.0% |
| 7D | -0.1% | +10.3% | -10.3% | +1.0% |
| 30D | +11.6% | -38.3% | +49.9% | +10.5% |
| 3M | +10.5% | -8.7% | +19.3% | +11.6% |
| 6M | +13.2% | -14.4% | +27.6% | +15.6% |
| YTD | +22.1% | +206.9% | -184.8% | +33.4% |
| 1Y | +24.2% | +144.4% | -120.2% | +34.8% |
| All | +44.6% | +87.1% | -42.5% | +60.0% |
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