+20.7%
GM vs AMDL
+130.1%
-109.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -17.6% | +17.3% | +0.3% |
| 7D | -0.2% | +37.2% | -37.4% | -1.6% |
| 30D | +3.6% | -24.0% | +27.6% | +3.8% |
| 3M | -0.2% | -1.0% | +0.8% | -1.6% |
| 6M | +13.9% | -3.2% | +17.1% | +10.6% |
| YTD | +6.5% | +232.2% | -225.8% | -4.5% |
| 1Y | +20.7% | +137.7% | -117.1% | +9.2% |
| All | +20.7% | +130.1% | -109.5% | +9.2% |
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