+299.8%
FLEX vs AMDL
+95.0%
+204.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.2% | -7.7% | -1.0% |
| 7D | -0.9% | +4.5% | -5.4% | -2.2% |
| 30D | -10.1% | -4.4% | -5.7% | -9.5% |
| 3M | -31.3% | -30.5% | -0.9% | -27.7% |
| 6M | +71.3% | +300.9% | -229.6% | +16.7% |
| YTD | +81.2% | +219.9% | -138.7% | +26.4% |
| 1Y | +98.5% | +374.7% | -276.2% | +22.5% |
| All | +299.8% | +95.0% | +204.8% | +137.9% |
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