+29.7%
ON vs AMDL
+62.4%
-32.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +22.3% | -21.8% | -4.6% |
| 7D | -11.7% | -26.2% | +14.5% | -7.1% |
| 30D | -23.3% | -57.1% | +33.8% | -9.9% |
| 3M | -19.2% | -29.8% | +10.7% | -16.2% |
| 6M | -40.1% | -22.2% | -17.9% | -39.4% |
| YTD | +16.9% | +142.1% | -125.2% | -3.2% |
| 1Y | +29.7% | +85.8% | -56.1% | +10.7% |
| All | +29.7% | +62.4% | -32.7% | +10.7% |
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 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