-29.6%
LEN vs AMDL
+168.6%
-198.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.3% | -14.7% | -0.5% |
| 7D | -6.4% | +18.5% | -24.9% | -6.6% |
| 30D | +15.6% | -24.2% | +39.9% | +16.2% |
| 3M | -0.8% | +11.5% | -12.2% | -1.5% |
| 6M | +0.4% | -1.0% | +1.4% | -1.6% |
| YTD | -14.1% | +260.3% | -274.4% | -17.4% |
| 1Y | -29.6% | +178.2% | -207.8% | -33.2% |
| All | -29.6% | +168.6% | -198.2% | -33.2% |
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