+3.7%
F vs AMDL
+108.7%
-105.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.8% |
| 7D | +6.0% | -30.7% | +36.8% | +7.6% |
| 30D | +4.3% | -43.8% | +48.0% | +6.8% |
| 3M | -10.1% | -24.5% | +14.5% | -9.8% |
| 6M | +12.8% | +44.7% | -31.9% | +6.9% |
| YTD | -0.1% | +204.0% | -204.1% | -11.3% |
| 1Y | +3.7% | +109.1% | -105.4% | -6.1% |
| All | +3.7% | +108.7% | -105.0% | -6.1% |
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