-50.7%
GFS vs AMDL
-11.0%
-39.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -34.9% | +25.0% | -0.5% |
| 7D | -20.7% | -52.7% | +32.0% | -5.3% |
| 30D | -25.2% | -65.3% | +40.1% | -4.1% |
| 3M | -26.3% | -40.8% | +14.5% | -19.9% |
| 6M | -50.7% | -12.9% | -37.8% | -49.3% |
| All | -50.7% | -11.0% | -39.7% | -49.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling