-38.5%
LEN vs AMDL
+47.6%
-86.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +22.3% | -25.4% | -3.6% |
| 7D | +2.1% | -26.2% | +28.3% | +2.6% |
| 30D | +16.6% | -57.1% | +73.6% | +18.8% |
| 3M | +5.3% | -29.8% | +35.2% | +5.3% |
| 6M | -0.8% | -22.2% | +21.5% | -2.5% |
| YTD | -11.7% | +142.1% | -153.9% | -17.3% |
| 1Y | -24.6% | +85.8% | -110.4% | -28.8% |
| All | -38.5% | +47.6% | -86.1% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling