+77.4%
GLD vs AMDL
+145.7%
-68.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.9% | -14.7% | -3.2% |
| 7D | -5.5% | +103.5% | -109.0% | -8.2% |
| 30D | -7.0% | -18.3% | +11.3% | -7.0% |
| 3M | -12.4% | +20.1% | -32.4% | -13.8% |
| 6M | -18.0% | +15.9% | -33.9% | -20.2% |
| YTD | -10.5% | +303.0% | -313.5% | -17.0% |
| 1Y | -8.1% | +164.0% | -172.0% | -14.1% |
| All | +77.4% | +145.7% | -68.2% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling