-10.1%
IR vs AMDL
+20.7%
-30.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -34.9% | +32.1% | +0.1% |
| 7D | +2.3% | -52.7% | +55.0% | +7.6% |
| 30D | +3.3% | -65.3% | +68.6% | +11.1% |
| 3M | -9.0% | -40.8% | +31.8% | -7.1% |
| 6M | +8.0% | -12.9% | +20.9% | +2.3% |
| YTD | +3.4% | +98.0% | -94.6% | -13.0% |
| 1Y | +4.5% | +30.1% | -25.6% | -8.6% |
| All | -10.1% | +20.7% | -30.7% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling