+72.9%
PBR vs AMDL
+108.7%
-35.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.7% | -8.7% | -7.0% |
| 7D | -11.0% | -30.7% | +19.7% | -11.3% |
| 30D | -18.8% | -43.8% | +25.0% | -19.0% |
| 3M | +7.8% | -24.5% | +32.3% | +7.6% |
| 6M | -7.6% | +44.7% | -52.3% | -8.3% |
| YTD | +72.7% | +204.0% | -131.3% | +65.7% |
| 1Y | +72.9% | +109.1% | -36.1% | +64.8% |
| All | +72.9% | +108.7% | -35.7% | +64.8% |
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