+140.8%
EQX vs AMDL
+126.1%
+14.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.2% | +1.1% |
| 7D | -3.2% | +15.9% | -19.1% | -4.8% |
| 30D | +7.8% | +10.5% | -2.7% | +6.2% |
| 3M | +21.3% | -4.7% | +26.1% | +19.0% |
| 6M | -22.4% | +355.2% | -377.6% | -36.3% |
| YTD | -11.3% | +270.9% | -282.2% | -26.9% |
| 1Y | +13.5% | +499.5% | -486.0% | -11.6% |
| All | +140.8% | +126.1% | +14.8% | +113.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling