-40.1%
GLXY vs AMDL
+518.2%
-558.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +22.3% | -17.0% | -2.0% |
| 7D | -14.6% | -26.2% | +11.6% | -8.5% |
| 30D | -36.2% | -57.1% | +20.9% | -18.9% |
| 3M | -30.1% | -29.8% | -0.2% | -25.0% |
| 6M | -56.1% | -22.2% | -33.9% | -56.6% |
| YTD | -38.9% | +142.1% | -181.0% | -61.2% |
| 1Y | -55.0% | +85.8% | -140.9% | -69.7% |
| All | -40.1% | +518.2% | -558.3% | -70.5% |
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