+50.3%
ET vs AMDL
+87.1%
-36.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +26.8% | -25.9% | 0.0% |
| 7D | -4.4% | +10.3% | -14.7% | -5.2% |
| 30D | -4.8% | -38.3% | +33.5% | -3.9% |
| 3M | -3.4% | -8.7% | +5.3% | -4.2% |
| 6M | +2.2% | -14.4% | +16.6% | +0.1% |
| YTD | +24.2% | +206.9% | -182.7% | +10.6% |
| 1Y | +24.5% | +144.4% | -119.9% | +12.0% |
| All | +50.3% | +87.1% | -36.8% | +18.6% |
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 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