+3.2%
EME vs AMDL
+175.5%
-172.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.9% | -12.5% | -2.5% |
| 7D | +11.3% | +103.5% | -92.2% | -1.7% |
| 30D | -14.6% | -18.3% | +3.8% | -14.6% |
| 3M | -20.4% | +20.1% | -40.5% | -26.2% |
| 6M | -28.3% | +15.9% | -44.2% | -35.3% |
| YTD | +8.6% | +303.0% | -294.5% | -25.4% |
| 1Y | +3.2% | +164.0% | -160.7% | -23.3% |
| All | +3.2% | +175.5% | -172.2% | -23.3% |
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 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