+70.8%
FFIV vs AMDL
+119.6%
-48.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.3% | -13.5% | -0.4% |
| 7D | -2.9% | +18.5% | -21.5% | -5.5% |
| 30D | -32.4% | -24.2% | -8.2% | -32.0% |
| 3M | -22.7% | +11.5% | -34.2% | -25.1% |
| 6M | -10.7% | -1.0% | -9.7% | -14.7% |
| YTD | +25.4% | +260.3% | -234.9% | +2.5% |
| 1Y | +34.2% | +178.2% | -144.0% | +11.9% |
| All | +70.8% | +119.6% | -48.8% | +26.1% |
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 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