+53.2%
FXI vs AMDL
+117.8%
-64.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +11.7% | -14.1% | -3.2% |
| 7D | -1.0% | +19.9% | -20.9% | -2.2% |
| 30D | -3.2% | +6.3% | -9.5% | -3.9% |
| 3M | +1.7% | -9.9% | +11.6% | +0.3% |
| 6M | -1.6% | +394.3% | -395.9% | -17.6% |
| YTD | -7.9% | +257.3% | -265.2% | -21.9% |
| 1Y | -9.6% | +508.5% | -518.2% | -28.8% |
| All | +53.2% | +117.8% | -64.6% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling