+627.7%
GEV vs AMDL
+165.4%
+462.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.0% | -8.1% | -3.3% |
| 7D | +3.2% | +29.0% | -25.8% | -2.1% |
| 30D | -4.0% | +19.1% | -23.1% | -7.8% |
| 3M | +3.4% | +1.8% | +1.6% | -0.5% |
| 6M | +14.7% | +374.4% | -359.7% | -22.7% |
| YTD | +45.8% | +278.9% | -233.1% | -0.7% |
| 1Y | +57.4% | +510.6% | -453.2% | -8.9% |
| All | +627.7% | +165.4% | +462.3% | +331.7% |
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