+12.1%
EEM vs AMDL
+127.5%
-115.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +26.8% | -23.9% | -0.5% |
| 7D | -0.1% | +10.3% | -10.4% | -2.8% |
| 30D | -8.6% | -38.3% | +29.6% | -5.2% |
| 3M | -7.0% | -8.7% | +1.7% | -9.0% |
| 6M | -9.7% | -14.4% | +4.7% | -13.0% |
| YTD | +12.1% | +206.9% | -194.8% | -7.9% |
| All | +12.1% | +127.5% | -115.4% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling