+54.5%
GDXJ vs AMDL
+540.4%
-486.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.0% | -4.7% | +0.5% |
| 7D | +0.9% | +29.0% | -28.0% | -2.9% |
| 30D | +8.8% | +19.1% | -10.3% | +5.5% |
| 3M | +29.8% | +1.8% | +28.1% | +24.6% |
| 6M | -5.8% | +374.4% | -380.2% | -28.4% |
| YTD | +13.6% | +278.9% | -265.3% | -12.8% |
| 1Y | +54.5% | +510.6% | -456.1% | +16.1% |
| All | +54.5% | +540.4% | -486.0% | +16.1% |
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