+15.4%
EW vs AMDL
+102.5%
-87.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -17.6% | +18.8% | +2.0% |
| 7D | +4.9% | +37.2% | -32.3% | +3.3% |
| 30D | +23.9% | -24.0% | +48.0% | +24.1% |
| 3M | +15.8% | -1.0% | +16.8% | +14.0% |
| 6M | +31.7% | -3.2% | +34.9% | +27.2% |
| YTD | +25.7% | +232.2% | -206.5% | +9.6% |
| 1Y | +24.4% | +137.7% | -113.3% | +10.6% |
| All | +15.4% | +102.5% | -87.1% | -4.4% |
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 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