+14.0%
EW vs AMDL
+119.6%
-105.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.3% | -12.6% | +1.1% |
| 7D | +6.5% | +18.5% | -12.0% | +5.1% |
| 30D | +22.5% | -24.2% | +46.7% | +22.8% |
| 3M | +13.0% | +11.5% | +1.5% | +10.8% |
| 6M | +37.1% | -1.0% | +38.1% | +32.6% |
| YTD | +24.1% | +260.3% | -236.1% | +8.0% |
| 1Y | +24.2% | +178.2% | -153.9% | +9.5% |
| All | +14.0% | +119.6% | -105.6% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling