-63.6%
IT vs AMDL
+117.8%
-181.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +11.7% | -19.1% | -7.5% |
| 7D | -9.1% | +19.9% | -29.1% | -9.2% |
| 30D | -7.0% | +6.3% | -13.3% | -7.1% |
| 3M | +7.6% | -9.9% | +17.5% | +7.0% |
| 6M | +2.1% | +394.3% | -392.2% | -8.0% |
| YTD | -31.6% | +257.3% | -288.9% | -37.8% |
| 1Y | -29.9% | +508.5% | -538.5% | -39.9% |
| All | -63.6% | +117.8% | -181.4% | -68.9% |
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 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