+10.7%
GS vs AMDL
+79.5%
-68.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +22.3% | -22.6% | -2.7% |
| 7D | -3.2% | -26.2% | +23.0% | -1.1% |
| 30D | -2.4% | -57.1% | +54.7% | +4.9% |
| 3M | -15.7% | -29.8% | +14.1% | -14.7% |
| 6M | -6.8% | -22.2% | +15.4% | -9.4% |
| YTD | -0.1% | +142.1% | -142.2% | -18.1% |
| All | +10.7% | +79.5% | -68.7% | -5.7% |
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