+25.9%
NDAQ vs AMDL
+62.4%
-36.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +22.3% | -22.0% | +0.4% |
| 7D | +0.8% | -26.2% | +27.0% | +0.6% |
| 30D | +16.5% | -57.1% | +73.6% | +15.9% |
| 3M | +13.5% | -29.8% | +43.3% | +13.3% |
| 6M | +20.9% | -22.2% | +43.1% | +19.7% |
| YTD | +11.4% | +142.1% | -130.7% | +6.7% |
| 1Y | +25.9% | +85.8% | -59.9% | +21.3% |
| All | +25.9% | +62.4% | -36.5% | +21.3% |
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 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