+53.1%
EEM vs AMDL
+47.6%
+5.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +22.3% | -20.1% | -0.2% |
| 7D | -2.8% | -26.2% | +23.4% | -0.7% |
| 30D | -11.9% | -57.1% | +45.2% | -5.3% |
| 3M | -8.8% | -29.8% | +21.1% | -7.5% |
| 6M | -11.6% | -22.2% | +10.6% | -13.3% |
| YTD | +9.0% | +142.1% | -133.1% | -6.3% |
| 1Y | +10.6% | +85.8% | -75.3% | -3.3% |
| All | +53.1% | +47.6% | +5.5% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling