+206.9%
GDXJ vs AMDL
+92.1%
+114.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.7% | -8.6% | -6.3% |
| 7D | +11.8% | +5.4% | +6.4% | +9.4% |
| 30D | -7.1% | -36.6% | +29.5% | -4.1% |
| 3M | -10.5% | -1.0% | -9.5% | -13.2% |
| 6M | -15.5% | -12.1% | -3.4% | -19.1% |
| YTD | -6.6% | +215.1% | -221.7% | -24.1% |
| 1Y | +11.3% | +130.4% | -119.0% | -7.6% |
| All | +206.9% | +92.1% | +114.8% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling