+203.7%
EWY vs AMDL
+131.0%
+72.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.0% | -5.6% | -0.7% |
| 7D | +6.7% | +29.0% | -22.3% | +1.4% |
| 30D | +17.0% | +19.1% | -2.1% | +12.6% |
| 3M | +3.7% | +1.8% | +1.9% | +1.3% |
| 6M | +42.5% | +374.4% | -331.9% | +9.7% |
| YTD | +96.2% | +278.9% | -182.7% | +52.4% |
| 1Y | +160.4% | +510.6% | -350.2% | +84.9% |
| All | +203.7% | +131.0% | +72.8% | +111.9% |
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