+79.2%
PBF vs AMDL
+127.5%
-48.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +26.8% | -23.4% | +3.3% |
| 7D | -7.4% | +10.3% | -17.6% | -7.3% |
| 30D | -17.5% | -38.3% | +20.8% | -17.8% |
| 3M | +13.1% | -8.7% | +21.8% | +13.0% |
| 6M | +72.6% | -14.4% | +87.0% | +73.4% |
| YTD | +161.2% | +206.9% | -45.8% | +162.0% |
| All | +79.2% | +127.5% | -48.3% | +80.9% |
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