+30.2%
EWJ vs AMDL
+384.9%
-354.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | -0.3% |
| 7D | +2.5% | +4.5% | -2.0% | +2.1% |
| 30D | +3.3% | -4.4% | +7.7% | +3.4% |
| 3M | +5.0% | -30.5% | +35.5% | +5.7% |
| 6M | +11.5% | +300.9% | -289.3% | +0.7% |
| YTD | +22.4% | +219.9% | -197.6% | +10.3% |
| 1Y | +30.2% | +374.7% | -344.5% | +16.8% |
| All | +30.2% | +384.9% | -354.7% | +16.8% |
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 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