+105.3%
FN vs AMDL
+95.0%
+10.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.2% | -6.1% | +0.7% |
| 7D | -1.7% | +4.5% | -6.2% | -2.9% |
| 30D | -22.0% | -4.4% | -17.6% | -21.0% |
| 3M | -43.0% | -30.5% | -12.5% | -39.6% |
| 6M | -27.7% | +300.9% | -328.6% | -53.7% |
| YTD | -10.5% | +219.9% | -230.5% | -41.6% |
| 1Y | +12.5% | +374.7% | -362.2% | -37.4% |
| All | +105.3% | +95.0% | +10.3% | +14.5% |
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