-83.7%
FIG vs AMDL
+174.4%
-258.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +22.3% | -20.3% | +2.0% |
| 7D | -13.1% | -26.2% | +13.1% | -13.3% |
| 30D | -13.0% | -57.1% | +44.1% | -14.2% |
| 3M | -21.5% | -29.8% | +8.3% | -21.4% |
| 6M | -2.5% | -22.2% | +19.7% | -5.0% |
| YTD | -49.7% | +142.1% | -191.8% | -56.7% |
| 1Y | -59.1% | +85.8% | -144.9% | -63.7% |
| All | -83.7% | +174.4% | -258.1% | -86.9% |
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 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