+36.1%
EWZ vs AMDL
+95.0%
-58.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | -1.3% |
| 7D | +6.5% | +4.5% | +2.0% | +6.2% |
| 30D | +4.8% | -4.4% | +9.2% | +4.9% |
| 3M | +9.9% | -30.5% | +40.4% | +10.4% |
| 6M | +1.9% | +300.9% | -298.9% | -10.4% |
| YTD | +20.3% | +219.9% | -199.6% | +6.4% |
| 1Y | +35.6% | +374.7% | -339.1% | +15.3% |
| All | +36.1% | +95.0% | -58.9% | +8.4% |
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 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