+34.1%
O vs AMDL
+117.8%
-83.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -0.2% |
| 7D | -0.6% | +19.9% | -20.5% | -0.3% |
| 30D | -2.0% | +6.3% | -8.2% | -1.8% |
| 3M | +3.0% | -9.9% | +12.9% | +3.2% |
| 6M | -3.6% | +394.3% | -398.0% | -2.0% |
| YTD | +12.1% | +257.3% | -245.2% | +13.8% |
| 1Y | +8.9% | +508.5% | -499.7% | +11.2% |
| All | +34.1% | +117.8% | -83.7% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling