+200.7%
EWY vs AMDL
+95.0%
+105.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.2% | -4.6% | +2.8% |
| 7D | +4.8% | +4.5% | +0.3% | +3.9% |
| 30D | +11.7% | -4.4% | +16.1% | +12.2% |
| 3M | -7.4% | -30.5% | +23.1% | -3.2% |
| 6M | +40.6% | +300.9% | -260.3% | +11.9% |
| YTD | +94.3% | +219.9% | -125.7% | +56.1% |
| 1Y | +164.3% | +374.7% | -210.4% | +96.1% |
| All | +200.7% | +95.0% | +105.7% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling