+84.7%
P vs AMDL
+20.7%
+64.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -34.9% | +18.5% | -7.9% |
| 7D | -31.9% | -52.7% | +20.8% | -19.4% |
| 30D | -36.5% | -65.3% | +28.8% | -19.7% |
| 3M | +11.6% | -40.8% | +52.4% | +24.1% |
| 6M | +25.2% | -12.9% | +38.1% | +20.2% |
| YTD | +39.4% | +98.0% | -58.6% | +3.7% |
| 1Y | -3.7% | +30.1% | -33.8% | -22.2% |
| All | +84.7% | +20.7% | +64.0% | +19.6% |
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