+9.1%
IR vs AMDL
+108.7%
-99.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +11.6% | -30.7% | +42.3% | +13.1% |
| 30D | +7.2% | -43.8% | +50.9% | +9.4% |
| 3M | -5.9% | -24.5% | +18.6% | -5.5% |
| 6M | +11.5% | +44.7% | -33.2% | +6.2% |
| YTD | +6.3% | +204.0% | -197.6% | -4.4% |
| 1Y | +9.1% | +109.1% | -100.0% | -1.8% |
| All | +9.1% | +108.7% | -99.6% | -1.8% |
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