+14.2%
EWZ vs AMDL
+20.7%
-6.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -34.9% | +33.3% | +0.5% |
| 7D | -4.2% | -52.7% | +48.6% | -0.6% |
| 30D | -26.1% | -65.3% | +39.2% | -22.2% |
| 3M | -12.0% | -40.8% | +28.8% | -10.8% |
| 6M | -19.3% | -12.9% | -6.4% | -22.0% |
| YTD | +0.9% | +98.0% | -97.1% | -9.5% |
| 1Y | +3.4% | +30.1% | -26.8% | -5.6% |
| All | +14.2% | +20.7% | -6.5% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling