-12.0%
FXI vs AMDL
+540.4%
-552.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.0% | -7.3% | -1.5% |
| 7D | -2.8% | +29.0% | -31.7% | -3.8% |
| 30D | -5.3% | +19.1% | -24.4% | -6.1% |
| 3M | +0.3% | +1.8% | -1.4% | -1.2% |
| 6M | -4.6% | +374.4% | -379.0% | -15.4% |
| YTD | -9.1% | +278.9% | -288.0% | -19.1% |
| 1Y | -12.0% | +510.6% | -522.5% | -20.6% |
| All | -12.0% | +540.4% | -552.4% | -20.6% |
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