+85.9%
NDAQ vs AMDL
+102.5%
-16.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -17.6% | +17.4% | +0.3% |
| 7D | +1.3% | +37.2% | -36.0% | +0.1% |
| 30D | +18.0% | -24.0% | +42.0% | +18.0% |
| 3M | +11.5% | -1.0% | +12.5% | +10.3% |
| 6M | +21.1% | -3.2% | +24.3% | +17.8% |
| YTD | +12.8% | +232.2% | -219.4% | +0.2% |
| 1Y | +25.7% | +137.7% | -112.0% | +13.8% |
| All | +85.9% | +102.5% | -16.6% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling