+8.1%
EW vs AMDL
+505.2%
-497.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +11.7% | -15.2% | -3.7% |
| 7D | -4.4% | +19.9% | -24.4% | -4.7% |
| 30D | -3.3% | +6.3% | -9.6% | -3.5% |
| 3M | +1.0% | -9.9% | +10.9% | +0.5% |
| 6M | +6.2% | +394.3% | -388.1% | +0.5% |
| YTD | +1.7% | +257.3% | -255.6% | -3.2% |
| 1Y | +8.1% | +508.5% | -500.4% | +4.5% |
| All | +8.1% | +505.2% | -497.1% | +4.5% |
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