-83.6%
FIG vs AMDL
+356.8%
-440.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.9% | -12.1% | -0.3% |
| 7D | +2.6% | +103.5% | -100.9% | +2.5% |
| 30D | -13.1% | -18.3% | +5.3% | -14.1% |
| 3M | -20.3% | +20.1% | -40.4% | -20.3% |
| 6M | -2.1% | +15.9% | -18.0% | -4.0% |
| YTD | -49.4% | +303.0% | -352.4% | -56.5% |
| 1Y | -57.0% | +164.0% | -221.0% | -60.9% |
| All | -83.6% | +356.8% | -440.4% | -86.8% |
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