+52.9%
ET vs AMDL
+92.1%
-39.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.7% |
| 7D | -1.9% | +5.4% | -7.3% | -2.5% |
| 30D | -3.1% | -36.6% | +33.6% | -2.3% |
| 3M | -3.9% | -1.0% | -2.9% | -4.9% |
| 6M | +4.0% | -12.1% | +16.1% | +1.8% |
| YTD | +26.4% | +215.1% | -188.7% | +12.4% |
| 1Y | +24.9% | +130.4% | -105.5% | +13.0% |
| All | +52.9% | +92.1% | -39.1% | +20.6% |
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