+184.5%
GS vs AMDL
+95.0%
+89.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.1% | -0.9% |
| 7D | +0.9% | +4.5% | -3.6% | +0.4% |
| 30D | -1.6% | -4.4% | +2.8% | -1.4% |
| 3M | -4.5% | -30.5% | +26.0% | -3.4% |
| 6M | +20.9% | +300.9% | -280.0% | -2.0% |
| YTD | +19.9% | +219.9% | -200.0% | -2.2% |
| 1Y | +41.4% | +374.7% | -333.3% | +6.3% |
| All | +184.5% | +95.0% | +89.5% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling