+643.2%
GEV vs AMDL
+150.3%
+492.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.7% | -8.6% | +0.8% |
| 7D | +8.1% | +19.9% | -11.8% | +4.1% |
| 30D | -1.9% | +6.3% | -8.2% | -3.6% |
| 3M | +4.1% | -9.9% | +14.0% | +2.5% |
| 6M | +23.2% | +394.3% | -371.1% | -17.6% |
| YTD | +48.9% | +257.3% | -208.4% | +2.6% |
| 1Y | +62.2% | +508.5% | -446.4% | -6.3% |
| All | +643.2% | +150.3% | +492.9% | +346.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling