-38.1%
GLXY vs AMDL
+704.6%
-742.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.4% | -3.6% |
| 7D | -16.2% | +5.4% | -21.6% | -20.7% |
| 30D | -30.6% | -36.6% | +6.0% | -22.7% |
| 3M | -27.7% | -1.0% | -26.7% | -31.1% |
| 6M | -53.3% | -12.1% | -41.2% | -56.1% |
| YTD | -36.9% | +215.1% | -252.0% | -63.5% |
| 1Y | -55.6% | +130.4% | -186.0% | -72.4% |
| All | -38.1% | +704.6% | -742.7% | -72.3% |
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 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