+66.2%
ET vs AMDL
+95.0%
-28.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -0.1% |
| 7D | +0.9% | +4.5% | -3.6% | +0.7% |
| 30D | +7.5% | -4.4% | +11.9% | +7.5% |
| 3M | +11.4% | -30.5% | +41.9% | +11.6% |
| 6M | +18.5% | +300.9% | -282.4% | +6.2% |
| YTD | +37.4% | +219.9% | -182.6% | +23.3% |
| 1Y | +30.9% | +374.7% | -343.8% | +11.5% |
| All | +66.2% | +95.0% | -28.8% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling