+17.5%
P vs AMDL
+108.7%
-91.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.7% | -6.7% | -5.4% |
| 7D | -19.4% | -30.7% | +11.4% | -12.5% |
| 30D | -22.3% | -43.8% | +21.4% | -12.1% |
| 3M | +33.2% | -24.5% | +57.7% | +39.6% |
| 6M | +53.6% | +44.7% | +8.9% | +36.6% |
| YTD | +66.8% | +204.0% | -137.2% | +14.8% |
| 1Y | +17.5% | +109.1% | -91.5% | -14.2% |
| All | +17.5% | +108.7% | -91.1% | -14.2% |
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