+620.7%
GEV vs AMDL
+124.1%
+496.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -1.8% |
| 7D | +3.3% | +4.5% | -1.2% | +2.3% |
| 30D | -7.5% | -4.4% | -3.1% | -7.1% |
| 3M | -2.2% | -30.5% | +28.3% | +0.8% |
| 6M | +12.1% | +300.9% | -288.8% | -21.8% |
| YTD | +44.4% | +219.9% | -175.5% | +1.8% |
| 1Y | +57.7% | +374.7% | -317.1% | -3.9% |
| All | +620.7% | +124.1% | +496.6% | +342.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling