-11.8%
LOW vs AMDL
+95.0%
-106.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.9% | +1.1% |
| 7D | -1.7% | +4.5% | -6.3% | -1.8% |
| 30D | -7.0% | -4.4% | -2.6% | -7.0% |
| 3M | -0.9% | -30.5% | +29.6% | -0.8% |
| 6M | -20.1% | +300.9% | -321.0% | -25.4% |
| YTD | -13.9% | +219.9% | -233.8% | -19.5% |
| 1Y | -21.1% | +374.7% | -395.8% | -28.7% |
| All | -11.8% | +95.0% | -106.8% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling