-29.1%
FN vs AMDL
+62.4%
-91.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +22.3% | -10.6% | +4.7% |
| 7D | 0.0% | -26.2% | +26.2% | +7.7% |
| 30D | -34.3% | -57.1% | +22.8% | -17.9% |
| 3M | -39.9% | -29.8% | -10.0% | -35.4% |
| 6M | -51.8% | -22.2% | -29.6% | -51.7% |
| YTD | -28.1% | +142.1% | -170.3% | -55.3% |
| 1Y | -29.1% | +85.8% | -114.9% | -52.8% |
| All | -29.1% | +62.4% | -91.5% | -52.8% |
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