+56.9%
EMR vs AMDL
+119.6%
-62.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.3% | -14.6% | -1.8% |
| 7D | -2.0% | +18.5% | -20.5% | -5.1% |
| 30D | +2.8% | -24.2% | +27.1% | +3.7% |
| 3M | +2.0% | +11.5% | -9.5% | -2.4% |
| 6M | +20.7% | -1.0% | +21.7% | +13.2% |
| YTD | +27.3% | +260.3% | -233.0% | -2.0% |
| 1Y | +31.0% | +178.2% | -147.2% | +3.3% |
| All | +56.9% | +119.6% | -62.7% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling