-40.9%
GIS vs AMDL
+87.1%
-128.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +26.8% | -28.5% | -0.2% |
| 7D | +0.4% | +10.3% | -9.9% | +1.8% |
| 30D | +10.1% | -38.3% | +48.3% | +8.8% |
| 3M | -3.7% | -8.7% | +5.1% | -2.3% |
| 6M | +4.3% | -14.4% | +18.6% | +6.7% |
| YTD | -19.8% | +206.9% | -226.8% | -12.8% |
| 1Y | -20.5% | +144.4% | -164.9% | -13.9% |
| All | -40.9% | +87.1% | -128.0% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling