+4.3%
EWZ vs AMDL
+62.4%
-58.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +22.3% | -21.6% | -0.5% |
| 7D | -1.5% | -26.2% | +24.7% | -0.4% |
| 30D | -24.5% | -57.1% | +32.6% | -21.5% |
| 3M | -10.7% | -29.8% | +19.2% | -10.5% |
| 6M | -19.1% | -22.2% | +3.1% | -21.5% |
| YTD | +1.6% | +142.1% | -140.5% | -13.1% |
| 1Y | +4.3% | +85.8% | -81.5% | -10.4% |
| All | +4.3% | +62.4% | -58.1% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling