+84.7%
GLD vs AMDL
+92.1%
-7.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.3% | -2.8% |
| 7D | +2.8% | +5.4% | -2.6% | +2.1% |
| 30D | -4.0% | -36.6% | +32.7% | -3.0% |
| 3M | -8.2% | -1.0% | -7.3% | -9.1% |
| 6M | -14.8% | -12.1% | -2.8% | -16.2% |
| YTD | -6.8% | +215.1% | -221.9% | -12.7% |
| 1Y | -2.4% | +130.4% | -132.8% | -8.1% |
| All | +84.7% | +92.1% | -7.4% | +77.1% |
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