+97.7%
LNG vs AMDL
+145.7%
-47.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.9% | -10.2% | +1.4% |
| 7D | +10.9% | +103.5% | -92.6% | +9.5% |
| 30D | +8.1% | -18.3% | +26.4% | +7.9% |
| 3M | +15.7% | +20.1% | -4.4% | +14.6% |
| 6M | +27.2% | +15.9% | +11.3% | +25.1% |
| YTD | +60.7% | +303.0% | -242.3% | +49.0% |
| 1Y | +46.3% | +164.0% | -117.7% | +38.2% |
| All | +97.7% | +145.7% | -47.9% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling