-14.2%
ON vs AMDL
+47.6%
-61.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +22.3% | -21.8% | -5.1% |
| 7D | -11.7% | -26.2% | +14.5% | -6.8% |
| 30D | -23.3% | -57.1% | +33.8% | -8.7% |
| 3M | -19.2% | -29.8% | +10.7% | -16.3% |
| 6M | -40.1% | -22.2% | -17.9% | -41.6% |
| YTD | +16.9% | +142.1% | -125.2% | -19.8% |
| 1Y | +29.7% | +85.8% | -56.1% | -6.4% |
| All | -14.2% | +47.6% | -61.8% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling