+76.0%
LNG vs AMDL
+117.8%
-41.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +11.7% | -17.2% | -5.6% |
| 7D | -6.2% | +19.9% | -26.1% | -6.4% |
| 30D | +8.0% | +6.3% | +1.7% | +7.8% |
| 3M | +16.9% | -9.9% | +26.8% | +16.5% |
| 6M | +8.7% | +394.3% | -385.6% | +1.1% |
| YTD | +43.0% | +257.3% | -214.3% | +33.7% |
| 1Y | +19.4% | +508.5% | -489.1% | +6.6% |
| All | +76.0% | +117.8% | -41.8% | +52.8% |
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