+82.6%
GLD vs AMDL
+119.6%
-37.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.3% | -15.5% | -1.7% |
| 7D | -2.0% | +18.5% | -20.5% | -3.1% |
| 30D | -4.4% | -24.2% | +19.8% | -4.1% |
| 3M | -8.9% | +11.5% | -20.4% | -10.2% |
| 6M | -16.0% | -1.0% | -15.0% | -17.7% |
| YTD | -7.9% | +260.3% | -268.1% | -14.2% |
| 1Y | -3.9% | +178.2% | -182.0% | -10.1% |
| All | +82.6% | +119.6% | -37.0% | +74.2% |
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