+12.8%
EW vs AMDL
+87.1%
-74.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +26.8% | -24.3% | +1.4% |
| 7D | +12.3% | +10.3% | +2.0% | +11.2% |
| 30D | +22.9% | -38.3% | +61.2% | +24.3% |
| 3M | +16.7% | -8.7% | +25.4% | +15.4% |
| 6M | +31.0% | -14.4% | +45.3% | +27.4% |
| YTD | +22.8% | +206.9% | -184.1% | +7.6% |
| 1Y | +25.6% | +144.4% | -118.8% | +11.1% |
| All | +12.8% | +87.1% | -74.3% | -6.1% |
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