+10.2%
FLEX vs AMDL
+62.4%
-52.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +22.3% | -17.7% | -3.5% |
| 7D | -19.3% | -26.2% | +6.9% | -12.6% |
| 30D | -41.5% | -57.1% | +15.6% | -23.8% |
| 3M | -43.1% | -29.8% | -13.3% | -39.2% |
| 6M | -48.2% | -22.2% | -26.0% | -51.3% |
| YTD | +15.5% | +142.1% | -126.6% | -27.1% |
| 1Y | +10.2% | +85.8% | -75.6% | -26.8% |
| All | +10.2% | +62.4% | -52.2% | -26.8% |
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 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