+45.6%
ED vs AMDL
+119.6%
-74.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.3% | -14.4% | +0.5% |
| 7D | -0.9% | +18.5% | -19.4% | +0.5% |
| 30D | +11.2% | -24.2% | +35.4% | +11.1% |
| 3M | +11.8% | +11.5% | +0.3% | +13.9% |
| 6M | +14.1% | -1.0% | +15.1% | +17.2% |
| YTD | +23.0% | +260.3% | -237.3% | +35.3% |
| 1Y | +23.7% | +178.2% | -154.5% | +35.1% |
| All | +45.6% | +119.6% | -74.0% | +62.3% |
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