+764.6%
GH vs AMDL
+47.6%
+717.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +22.3% | -23.9% | -4.1% |
| 7D | -15.6% | -26.2% | +10.6% | -13.6% |
| 30D | -10.4% | -57.1% | +46.7% | -3.6% |
| 3M | -4.3% | -29.8% | +25.6% | -3.1% |
| 6M | +63.5% | -22.2% | +85.8% | +56.9% |
| YTD | +47.7% | +142.1% | -94.4% | +18.7% |
| 1Y | +56.7% | +85.8% | -29.1% | +29.0% |
| All | +764.6% | +47.6% | +717.0% | +513.0% |
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