+6.9%
IR vs AMDL
+62.4%
-55.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +22.3% | -20.9% | +0.4% |
| 7D | +3.7% | -26.2% | +29.9% | +4.5% |
| 30D | +7.4% | -57.1% | +64.5% | +10.5% |
| 3M | -5.9% | -29.8% | +23.9% | -5.6% |
| 6M | +5.6% | -22.2% | +27.8% | +3.4% |
| YTD | +4.8% | +142.1% | -137.3% | -5.0% |
| 1Y | +6.9% | +85.8% | -78.9% | -3.4% |
| All | +6.9% | +62.4% | -55.5% | -3.4% |
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 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