+4.9%
EMB vs AMDL
+441.9%
-437.0%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -0.1% |
| 7D | 0.0% | +4.5% | -4.5% | -0.1% |
| 30D | -0.3% | -4.4% | +4.1% | -0.3% |
| 3M | -0.4% | -30.5% | +30.1% | -0.3% |
| 6M | +0.1% | +300.9% | -300.8% | -2.1% |
| YTD | +1.6% | +219.9% | -218.3% | -0.6% |
| All | +4.9% | +441.9% | -437.0% | +2.9% |
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