+34.6%
FE vs AMDL
+47.6%
-13.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +22.3% | -23.7% | -1.1% |
| 7D | -1.0% | -26.2% | +25.2% | -1.2% |
| 30D | +4.1% | -57.1% | +61.2% | +3.4% |
| 3M | -1.0% | -29.8% | +28.8% | -1.1% |
| 6M | +4.0% | -22.2% | +26.2% | +4.2% |
| YTD | +6.8% | +142.1% | -135.3% | +7.9% |
| 1Y | +5.3% | +85.8% | -80.5% | +6.2% |
| All | +34.6% | +47.6% | -13.0% | +31.9% |
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