+49.2%
EWJ vs AMDL
+117.8%
-68.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.7% | -12.0% | -1.3% |
| 7D | +2.9% | +19.9% | -17.1% | +1.2% |
| 30D | +1.1% | +6.3% | -5.2% | +0.3% |
| 3M | +7.1% | -9.9% | +17.0% | +5.9% |
| 6M | +16.2% | +394.3% | -378.1% | -2.3% |
| YTD | +22.0% | +257.3% | -235.3% | +3.6% |
| 1Y | +26.2% | +508.5% | -482.3% | -0.6% |
| All | +49.2% | +117.8% | -68.6% | +15.4% |
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