+195.4%
PAAS vs AMDL
+20.7%
+174.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -34.9% | +32.7% | +2.1% |
| 7D | -0.4% | -52.7% | +52.3% | +7.7% |
| 30D | -11.6% | -65.3% | +53.7% | -1.2% |
| 3M | -15.6% | -40.8% | +25.2% | -12.5% |
| 6M | -19.1% | -12.9% | -6.3% | -23.1% |
| YTD | -20.9% | +98.0% | -118.9% | -33.9% |
| 1Y | +21.3% | +30.1% | -8.8% | +5.3% |
| All | +195.4% | +20.7% | +174.7% | +154.2% |
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 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