+18.2%
EWJ vs AMDL
+108.7%
-90.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.2% |
| 7D | -1.2% | -30.7% | +29.5% | +1.4% |
| 30D | -5.5% | -43.8% | +38.3% | -1.7% |
| 3M | -0.8% | -24.5% | +23.7% | 0.0% |
| 6M | +7.1% | +44.7% | -37.6% | +1.3% |
| YTD | +16.9% | +204.0% | -187.1% | +2.1% |
| 1Y | +18.2% | +109.1% | -90.9% | +5.1% |
| All | +18.2% | +108.7% | -90.5% | +5.1% |
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 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