+98.5%
EME vs AMDL
+87.1%
+11.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +26.8% | -19.5% | +2.7% |
| 7D | -4.4% | +10.3% | -14.6% | -7.6% |
| 30D | -17.3% | -38.3% | +21.0% | -13.0% |
| 3M | -20.0% | -8.7% | -11.3% | -22.4% |
| 6M | -29.1% | -14.4% | -14.7% | -33.1% |
| YTD | +6.9% | +206.9% | -200.0% | -24.1% |
| 1Y | +0.8% | +144.4% | -143.6% | -26.4% |
| All | +98.5% | +87.1% | +11.4% | +24.6% |
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