-42.5%
LEN vs AMDL
+95.0%
-137.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -1.3% |
| 7D | -3.2% | +4.5% | -7.7% | -3.3% |
| 30D | -4.9% | -4.4% | -0.5% | -4.9% |
| 3M | -8.5% | -30.5% | +22.0% | -8.3% |
| 6M | -20.7% | +300.9% | -321.5% | -25.5% |
| YTD | -17.4% | +219.9% | -237.3% | -22.5% |
| 1Y | -38.2% | +374.7% | -413.0% | -44.1% |
| All | -42.5% | +95.0% | -137.5% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling