+24.9%
ET vs AMDL
+133.6%
-108.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.8% |
| 7D | -1.9% | +5.4% | -7.3% | -1.8% |
| 30D | -3.1% | -36.6% | +33.6% | -3.4% |
| 3M | -3.9% | -1.0% | -2.9% | -3.7% |
| 6M | +4.0% | -12.1% | +16.1% | +4.4% |
| YTD | +26.4% | +215.1% | -188.7% | +25.8% |
| 1Y | +24.9% | +130.4% | -105.5% | +25.4% |
| All | +24.9% | +133.6% | -108.7% | +25.4% |
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