+35.9%
FE vs AMDL
+47.6%
-11.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +22.3% | -22.7% | -0.2% |
| 7D | 0.0% | -26.2% | +26.2% | -0.3% |
| 30D | +5.2% | -57.1% | +62.3% | +4.4% |
| 3M | 0.0% | -29.8% | +29.8% | -0.1% |
| 6M | +5.0% | -22.2% | +27.3% | +5.3% |
| YTD | +7.9% | +142.1% | -134.2% | +9.0% |
| 1Y | +6.3% | +85.8% | -79.5% | +7.3% |
| All | +35.9% | +47.6% | -11.7% | +33.2% |
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