+47.6%
ON vs AMDL
+108.7%
-61.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.3% |
| 7D | -5.8% | -30.7% | +24.9% | +1.5% |
| 30D | -17.1% | -43.8% | +26.7% | -7.0% |
| 3M | -11.8% | -24.5% | +12.7% | -8.9% |
| 6M | -30.2% | +44.7% | -74.9% | -35.8% |
| YTD | +31.6% | +204.0% | -172.4% | +4.3% |
| 1Y | +47.6% | +109.1% | -61.5% | +23.2% |
| All | +47.6% | +108.7% | -61.1% | +23.2% |
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