-55.2%
GLXY vs AMDL
+108.7%
-163.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +1.7% | -18.7% | -17.6% |
| 7D | -26.8% | -30.7% | +3.9% | -16.9% |
| 30D | -38.3% | -43.8% | +5.4% | -25.0% |
| 3M | -36.9% | -24.5% | -12.4% | -31.6% |
| 6M | -52.1% | +44.7% | -96.8% | -61.1% |
| YTD | -37.5% | +204.0% | -241.5% | -66.6% |
| 1Y | -55.2% | +109.1% | -164.2% | -73.8% |
| All | -55.2% | +108.7% | -163.8% | -73.8% |
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