+21.1%
GM vs AMDL
+175.5%
-154.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.9% | -14.9% | -3.4% |
| 7D | -3.4% | +103.5% | -107.0% | -6.2% |
| 30D | +2.7% | -18.3% | +21.0% | +2.7% |
| 3M | -0.4% | +20.1% | -20.4% | -2.4% |
| 6M | +13.3% | +15.9% | -2.6% | +9.4% |
| YTD | +6.8% | +303.0% | -296.3% | -4.8% |
| 1Y | +21.1% | +164.0% | -142.9% | +9.4% |
| All | +21.1% | +175.5% | -154.4% | +9.4% |
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