+91.2%
P vs AMDL
+47.6%
+43.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +22.3% | -18.7% | -1.9% |
| 7D | -23.8% | -26.2% | +2.4% | -19.0% |
| 30D | -36.6% | -57.1% | +20.5% | -24.2% |
| 3M | +10.9% | -29.8% | +40.7% | +17.6% |
| 6M | +30.0% | -22.2% | +52.2% | +28.4% |
| YTD | +44.4% | +142.1% | -97.7% | +1.8% |
| 1Y | +3.9% | +85.8% | -81.9% | -23.1% |
| All | +91.2% | +47.6% | +43.6% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling