+29.4%
NDAQ vs AMDL
+108.7%
-79.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.6% |
| 7D | +3.9% | -30.7% | +34.7% | +3.5% |
| 30D | +19.0% | -43.8% | +62.8% | +18.5% |
| 3M | +17.6% | -24.5% | +42.1% | +17.4% |
| 6M | +21.0% | +44.7% | -23.7% | +19.0% |
| YTD | +14.1% | +204.0% | -189.9% | +10.0% |
| 1Y | +29.4% | +109.1% | -79.6% | +25.4% |
| All | +29.4% | +108.7% | -79.2% | +25.4% |
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