+32.8%
NET vs AMDL
+384.9%
-352.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.2% | -11.2% | -2.5% |
| 7D | -7.0% | +4.5% | -11.5% | -7.2% |
| 30D | -4.8% | -4.4% | -0.4% | -4.7% |
| 3M | +3.8% | -30.5% | +34.3% | +4.1% |
| 6M | +50.0% | +300.9% | -250.8% | +27.7% |
| YTD | +41.5% | +219.9% | -178.5% | +20.2% |
| 1Y | +32.8% | +374.7% | -341.9% | +11.6% |
| All | +32.8% | +384.9% | -352.1% | +11.6% |
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