+94.6%
LNG vs AMDL
+119.6%
-25.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +14.3% | -10.6% | +3.5% |
| 7D | +4.5% | +18.5% | -14.0% | +4.0% |
| 30D | +8.0% | -24.2% | +32.3% | +8.0% |
| 3M | +15.0% | +11.5% | +3.5% | +14.1% |
| 6M | +27.1% | -1.0% | +28.1% | +25.4% |
| YTD | +58.1% | +260.3% | -202.1% | +47.0% |
| 1Y | +45.0% | +178.2% | -133.2% | +36.1% |
| All | +94.6% | +119.6% | -25.0% | +68.0% |
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