+31.0%
F vs AMDL
+384.9%
-353.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.2% | -7.7% | +1.0% |
| 7D | +5.3% | +4.5% | +0.8% | +5.1% |
| 30D | +4.6% | -4.4% | +9.0% | +4.7% |
| 3M | -3.7% | -30.5% | +26.8% | -3.1% |
| 6M | +16.8% | +300.9% | -284.1% | +7.7% |
| YTD | +15.3% | +219.9% | -204.6% | +6.3% |
| 1Y | +31.0% | +374.7% | -343.7% | +25.1% |
| All | +31.0% | +384.9% | -353.9% | +25.1% |
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 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