+72.2%
FN vs AMDL
+85.3%
-13.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.6% | -6.4% |
| 7D | -7.0% | -30.7% | +23.7% | +2.0% |
| 30D | -24.7% | -43.8% | +19.0% | -13.0% |
| 3M | -35.7% | -24.5% | -11.2% | -32.2% |
| 6M | -52.4% | +44.7% | -97.1% | -60.0% |
| YTD | -25.0% | +204.0% | -228.9% | -51.2% |
| 1Y | -25.7% | +109.1% | -134.7% | -47.5% |
| All | +72.2% | +85.3% | -13.1% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling