+69.0%
MTUM vs AMDL
+95.0%
-26.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.4% | +0.6% |
| 7D | +1.7% | +4.5% | -2.8% | +1.1% |
| 30D | -1.7% | -4.4% | +2.7% | -1.4% |
| 3M | -6.3% | -30.5% | +24.1% | -4.3% |
| 6M | +21.8% | +300.9% | -279.0% | -1.7% |
| YTD | +22.0% | +219.9% | -197.9% | -0.8% |
| 1Y | +25.3% | +374.7% | -349.4% | -6.4% |
| All | +69.0% | +95.0% | -26.0% | +23.3% |
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