+47.7%
EWJ vs AMDL
+131.0%
-83.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.0% | -7.0% | -1.5% |
| 7D | +1.0% | +29.0% | -28.0% | -1.3% |
| 30D | +1.0% | +19.1% | -18.1% | -0.8% |
| 3M | +7.2% | +1.8% | +5.5% | +5.0% |
| 6M | +13.9% | +374.4% | -360.5% | -3.9% |
| YTD | +20.8% | +278.9% | -258.1% | +2.1% |
| 1Y | +26.4% | +510.6% | -484.2% | -0.4% |
| All | +47.7% | +131.0% | -83.3% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling