+34.8%
ET vs AMDL
+505.2%
-470.4%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.6% | +0.1% |
| 7D | +0.4% | +19.9% | -19.5% | +0.5% |
| 30D | +6.9% | +6.3% | +0.6% | +6.9% |
| 3M | +13.1% | -9.9% | +23.0% | +13.0% |
| 6M | +18.7% | +394.3% | -375.6% | +16.6% |
| YTD | +37.4% | +257.3% | -219.9% | +35.3% |
| 1Y | +34.8% | +508.5% | -473.7% | +34.5% |
| All | +34.8% | +505.2% | -470.4% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling