+87.7%
GLD vs AMDL
+20.7%
+67.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -34.9% | +35.7% | +2.1% |
| 7D | +1.9% | -52.7% | +54.6% | +4.4% |
| 30D | -1.8% | -65.3% | +63.5% | +1.6% |
| 3M | -3.6% | -40.8% | +37.2% | -2.5% |
| 6M | -10.2% | -12.9% | +2.6% | -11.5% |
| YTD | -5.3% | +98.0% | -103.3% | -9.6% |
| 1Y | +2.5% | +30.1% | -27.7% | -1.5% |
| All | +87.7% | +20.7% | +67.0% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling