+25.0%
FLEX vs AMDL
+108.7%
-83.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.7% | -14.0% | -12.9% |
| 7D | -17.0% | -30.7% | +13.8% | -6.3% |
| 30D | -33.8% | -43.8% | +9.9% | -19.9% |
| 3M | -39.0% | -24.5% | -14.5% | -35.3% |
| 6M | -15.9% | +44.7% | -60.6% | -34.2% |
| YTD | +27.8% | +204.0% | -176.1% | -23.8% |
| 1Y | +25.0% | +109.1% | -84.1% | -19.3% |
| All | +25.0% | +108.7% | -83.7% | -19.3% |
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 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