+36.5%
FE vs AMDL
+20.7%
+15.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -34.9% | +34.7% | -0.6% |
| 7D | +0.6% | -52.7% | +53.3% | -0.2% |
| 30D | +6.4% | -65.3% | +71.7% | +5.4% |
| 3M | -0.5% | -40.8% | +40.4% | -0.8% |
| 6M | +4.7% | -12.9% | +17.6% | +5.0% |
| YTD | +8.4% | +98.0% | -89.6% | +9.2% |
| 1Y | +7.2% | +30.1% | -22.9% | +7.7% |
| All | +36.5% | +20.7% | +15.8% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling