+424.2%
FIX vs AMDL
+95.0%
+329.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.2% | -7.3% | -0.2% |
| 7D | +6.0% | +4.5% | +1.5% | +4.8% |
| 30D | -7.2% | -4.4% | -2.8% | -6.8% |
| 3M | -15.9% | -30.5% | +14.6% | -12.3% |
| 6M | +12.7% | +300.9% | -288.1% | -26.7% |
| YTD | +72.8% | +219.9% | -147.1% | +14.7% |
| 1Y | +122.9% | +374.7% | -251.8% | +28.3% |
| All | +424.2% | +95.0% | +329.2% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling