-39.8%
FN vs AMDL
+44.1%
-83.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -34.9% | +20.6% | -3.5% |
| 7D | -16.0% | -52.7% | +36.7% | +3.2% |
| 30D | -40.1% | -65.3% | +25.2% | -19.9% |
| 3M | -43.9% | -40.8% | -3.1% | -36.2% |
| 6M | -55.6% | -12.9% | -42.8% | -57.1% |
| YTD | -35.7% | +98.0% | -133.7% | -57.5% |
| 1Y | -39.8% | +30.1% | -70.0% | -55.4% |
| All | -39.8% | +44.1% | -83.9% | -55.4% |
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