-5.6%
IR vs AMDL
+92.1%
-97.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.8% | -1.4% |
| 7D | +1.5% | +5.4% | -3.9% | +0.1% |
| 30D | +9.0% | -36.6% | +45.7% | +11.3% |
| 3M | -0.9% | -1.0% | +0.1% | -3.3% |
| 6M | +13.4% | -12.1% | +25.5% | +8.5% |
| YTD | +8.5% | +215.1% | -206.7% | -12.4% |
| 1Y | +11.3% | +130.4% | -119.1% | -7.6% |
| All | -5.6% | +92.1% | -97.7% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling