+10.0%
EW vs AMDL
+47.6%
-37.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +22.3% | -21.0% | +0.4% |
| 7D | +11.0% | -26.2% | +37.2% | +11.8% |
| 30D | +19.1% | -57.1% | +76.2% | +22.3% |
| 3M | +14.4% | -29.8% | +44.2% | +14.5% |
| 6M | +22.8% | -22.2% | +45.0% | +19.5% |
| YTD | +19.8% | +142.1% | -122.3% | +6.1% |
| 1Y | +23.9% | +85.8% | -61.9% | +11.1% |
| All | +10.0% | +47.6% | -37.6% | -7.5% |
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 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