-59.8%
IT vs AMDL
+145.7%
-205.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.9% | -13.0% | -1.0% |
| 7D | -3.7% | +103.5% | -107.2% | -3.1% |
| 30D | -3.1% | -18.3% | +15.2% | -2.9% |
| 3M | +6.3% | +20.1% | -13.7% | +6.4% |
| 6M | +24.8% | +15.9% | +8.9% | +22.9% |
| YTD | -24.4% | +303.0% | -327.4% | -31.1% |
| 1Y | -17.1% | +164.0% | -181.1% | -22.6% |
| All | -59.8% | +145.7% | -205.5% | -65.5% |
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