-38.2%
LEN vs AMDL
+384.9%
-423.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -1.1% |
| 7D | -3.2% | +4.5% | -7.7% | -3.2% |
| 30D | -4.9% | -4.4% | -0.5% | -4.9% |
| 3M | -8.5% | -30.5% | +22.0% | -8.5% |
| 6M | -20.7% | +300.9% | -321.5% | -18.1% |
| YTD | -17.4% | +219.9% | -237.3% | -15.0% |
| 1Y | -38.2% | +374.7% | -413.0% | -31.7% |
| All | -38.2% | +384.9% | -423.1% | -31.7% |
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