+39.4%
GM vs AMDL
+108.7%
-69.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +3.0% | +4.6% |
| 7D | +12.1% | -30.7% | +42.8% | +13.4% |
| 30D | +15.2% | -43.8% | +59.0% | +17.4% |
| 3M | +4.9% | -24.5% | +29.4% | +5.1% |
| 6M | +22.6% | +44.7% | -22.1% | +17.4% |
| YTD | +14.4% | +204.0% | -189.6% | +4.1% |
| 1Y | +39.4% | +109.1% | -69.7% | +27.9% |
| All | +39.4% | +108.7% | -69.2% | +27.9% |
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