+69.6%
FFIV vs AMDL
+87.1%
-17.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +26.8% | -24.5% | -0.2% |
| 7D | -2.1% | +10.3% | -12.4% | -3.9% |
| 30D | -33.8% | -38.3% | +4.5% | -32.0% |
| 3M | -20.6% | -8.7% | -11.9% | -21.7% |
| 6M | -10.2% | -14.4% | +4.1% | -13.1% |
| YTD | +24.5% | +206.9% | -182.5% | +3.4% |
| 1Y | +29.3% | +144.4% | -115.1% | +9.0% |
| All | +69.6% | +87.1% | -17.5% | +27.1% |
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 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