+127.3%
EWY vs AMDL
+102.5%
+24.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -17.6% | +15.8% | +1.8% |
| 7D | +4.2% | +37.2% | -33.0% | -3.5% |
| 30D | -10.7% | -24.0% | +13.4% | -8.9% |
| 3M | -20.1% | -1.0% | -19.0% | -23.4% |
| 6M | -24.3% | -3.2% | -21.1% | -28.1% |
| YTD | +46.9% | +232.2% | -185.4% | +12.4% |
| 1Y | +55.2% | +137.7% | -82.5% | +23.3% |
| All | +127.3% | +102.5% | +24.8% | +56.3% |
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