+181.7%
NET vs AMDL
+85.3%
+96.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.8% |
| 7D | -16.4% | -30.7% | +14.4% | -12.7% |
| 30D | -25.8% | -43.8% | +17.9% | -21.0% |
| 3M | -11.5% | -24.5% | +13.0% | -9.8% |
| 6M | +18.9% | +44.7% | -25.8% | +5.7% |
| YTD | +35.2% | +204.0% | -168.8% | +2.2% |
| 1Y | +14.5% | +109.1% | -94.6% | -9.2% |
| All | +181.7% | +85.3% | +96.4% | +80.0% |
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