+44.8%
PBF vs AMDL
+95.0%
-50.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -1.9% |
| 7D | +4.3% | +4.5% | -0.2% | +3.9% |
| 30D | +22.0% | -4.4% | +26.4% | +22.0% |
| 3M | +74.5% | -30.5% | +105.0% | +75.0% |
| 6M | +67.7% | +300.9% | -233.2% | +37.8% |
| YTD | +179.2% | +219.9% | -40.8% | +130.3% |
| 1Y | +170.0% | +374.7% | -204.7% | +100.6% |
| All | +44.8% | +95.0% | -50.2% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling