+1.8%
GLD vs AMDL
+62.4%
-60.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +22.3% | -23.1% | -2.0% |
| 7D | +4.7% | -26.2% | +30.9% | +5.8% |
| 30D | -0.9% | -57.1% | +56.2% | +3.1% |
| 3M | -4.4% | -29.8% | +25.4% | -3.8% |
| 6M | -13.6% | -22.2% | +8.7% | -15.5% |
| YTD | -6.0% | +142.1% | -148.1% | -15.8% |
| 1Y | +1.8% | +85.8% | -84.1% | -7.3% |
| All | +1.8% | +62.4% | -60.7% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling