+89.7%
GLD vs AMDL
+87.1%
+2.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +26.8% | -24.9% | +0.9% |
| 7D | +4.9% | +10.3% | -5.3% | +4.0% |
| 30D | -1.3% | -38.3% | +37.0% | -0.2% |
| 3M | -4.8% | -8.7% | +4.0% | -5.4% |
| 6M | -12.5% | -14.4% | +1.9% | -13.8% |
| YTD | -4.2% | +206.9% | -211.2% | -10.2% |
| 1Y | +3.0% | +144.4% | -141.3% | -3.1% |
| All | +89.7% | +87.1% | +2.6% | +82.2% |
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 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