-1.5%
EME vs AMDL
+133.6%
-135.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.6% |
| 7D | -8.8% | +5.4% | -14.2% | -11.1% |
| 30D | -18.2% | -36.6% | +18.4% | -14.6% |
| 3M | -20.2% | -1.0% | -19.2% | -23.4% |
| 6M | -29.9% | -12.1% | -17.8% | -33.7% |
| YTD | +5.7% | +215.1% | -209.4% | -23.1% |
| 1Y | -1.5% | +130.4% | -131.8% | -25.5% |
| All | -1.5% | +133.6% | -135.0% | -25.5% |
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