-1.4%
LOW vs AMDL
+108.7%
-110.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +7.5% |
| 7D | +15.6% | -30.7% | +46.3% | +15.3% |
| 30D | +28.6% | -43.8% | +72.4% | +28.4% |
| 3M | +5.8% | -24.5% | +30.4% | +5.7% |
| 6M | +3.8% | +44.7% | -40.9% | +1.0% |
| YTD | -2.8% | +204.0% | -206.8% | -6.9% |
| 1Y | -1.4% | +109.1% | -110.5% | -5.7% |
| All | -1.4% | +108.7% | -110.1% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling