-9.8%
LVS vs AMDL
+131.0%
-140.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.0% | -7.5% | -2.0% |
| 7D | -2.7% | +29.0% | -31.7% | -4.8% |
| 30D | -4.7% | +19.1% | -23.8% | -6.4% |
| 3M | -15.6% | +1.8% | -17.4% | -18.0% |
| 6M | -18.6% | +374.4% | -393.0% | -35.6% |
| YTD | -32.3% | +278.9% | -311.2% | -46.3% |
| 1Y | -18.0% | +510.6% | -528.6% | -41.2% |
| All | -9.8% | +131.0% | -140.8% | -36.2% |
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