-23.6%
FPS vs AMDL
+389.8%
-413.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +11.9% | -21.7% | -14.0% |
| 7D | +21.6% | +103.5% | -81.9% | -6.6% |
| 30D | -38.8% | -18.3% | -20.4% | -37.2% |
| 3M | -42.1% | +20.1% | -62.2% | -47.6% |
| 6M | -48.5% | +15.9% | -64.4% | -54.3% |
| All | -23.6% | +389.8% | -413.4% | -60.1% |
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