+45.4%
ON vs AMDL
+505.2%
-459.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +11.7% | -16.1% | -6.8% |
| 7D | -2.2% | +19.9% | -22.1% | -6.0% |
| 30D | -12.4% | +6.3% | -18.7% | -14.0% |
| 3M | -41.2% | -9.9% | -31.3% | -41.4% |
| 6M | +25.0% | +394.3% | -369.3% | +0.2% |
| YTD | +31.3% | +257.3% | -226.0% | +6.0% |
| 1Y | +45.4% | +508.5% | -463.1% | +17.4% |
| All | +45.4% | +505.2% | -459.8% | +17.4% |
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