+77.1%
LNG vs AMDL
+115.6%
-38.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.7% | +7.4% | +0.8% |
| 7D | -4.5% | +20.7% | -25.2% | -4.8% |
| 30D | +4.7% | +9.4% | -4.8% | +4.5% |
| 3M | +15.1% | +5.6% | +9.5% | +14.3% |
| 6M | +13.6% | +340.3% | -326.7% | +6.1% |
| YTD | +44.0% | +253.6% | -209.7% | +34.6% |
| 1Y | +18.4% | +443.4% | -425.0% | +6.3% |
| All | +77.1% | +115.6% | -38.4% | +53.9% |
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 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