+86.0%
FN vs AMDL
+119.6%
-33.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +14.3% | -8.4% | +1.8% |
| 7D | +8.0% | +18.5% | -10.5% | +1.0% |
| 30D | -19.1% | -24.2% | +5.1% | -15.6% |
| 3M | -29.8% | +11.5% | -41.3% | -34.4% |
| 6M | -43.2% | -1.0% | -42.2% | -47.6% |
| YTD | -18.9% | +260.3% | -279.2% | -50.7% |
| 1Y | -17.9% | +178.2% | -196.0% | -47.2% |
| All | +86.0% | +119.6% | -33.6% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling