+14.5%
EXE vs AMDL
+102.5%
-88.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -17.6% | +18.4% | +1.4% |
| 7D | +5.3% | +37.2% | -31.9% | +3.9% |
| 30D | -2.2% | -24.0% | +21.8% | -2.1% |
| 3M | -5.9% | -1.0% | -4.9% | -7.0% |
| 6M | -5.7% | -3.2% | -2.5% | -8.0% |
| YTD | -17.8% | +232.2% | -250.1% | -27.3% |
| 1Y | -23.1% | +137.7% | -160.9% | -30.6% |
| All | +14.5% | +102.5% | -88.0% | -6.7% |
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