+6.5%
FIX vs AMDL
+62.4%
-56.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +22.3% | -16.8% | 0.0% |
| 7D | -17.5% | -26.2% | +8.8% | -12.9% |
| 30D | -41.6% | -57.1% | +15.5% | -30.8% |
| 3M | -40.6% | -29.8% | -10.7% | -38.0% |
| 6M | -49.4% | -22.2% | -27.2% | -50.3% |
| YTD | +9.2% | +142.1% | -132.9% | -27.0% |
| 1Y | +6.5% | +85.8% | -79.4% | -25.2% |
| All | +6.5% | +62.4% | -56.0% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling