+37.8%
GEV vs AMDL
+133.6%
-95.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -4.4% |
| 7D | -13.2% | +5.4% | -18.6% | -15.9% |
| 30D | -20.6% | -36.6% | +16.0% | -16.0% |
| 3M | -19.5% | -1.0% | -18.5% | -22.8% |
| 6M | -23.3% | -12.1% | -11.2% | -27.5% |
| YTD | +22.2% | +215.1% | -192.9% | -18.3% |
| 1Y | +37.8% | +130.4% | -92.6% | -3.9% |
| All | +37.8% | +133.6% | -95.8% | -3.9% |
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