+93.4%
JPM vs AMDL
+117.8%
-24.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.1% | -2.0% |
| 7D | -0.4% | +19.9% | -20.4% | -1.4% |
| 30D | -1.1% | +6.3% | -7.4% | -1.6% |
| 3M | +14.1% | -9.9% | +24.0% | +13.0% |
| 6M | +23.3% | +394.3% | -371.0% | +7.7% |
| YTD | +11.3% | +257.3% | -246.0% | -2.1% |
| 1Y | +23.0% | +508.5% | -485.5% | +1.5% |
| All | +93.4% | +117.8% | -24.4% | +53.5% |
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 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