+95.1%
PBR vs AMDL
+131.0%
-35.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.0% | -5.6% | +0.3% |
| 7D | +0.3% | +29.0% | -28.6% | -0.5% |
| 30D | +17.5% | +19.1% | -1.5% | +16.8% |
| 3M | +20.9% | +1.8% | +19.1% | +19.7% |
| 6M | +20.2% | +374.4% | -354.1% | +9.3% |
| YTD | +84.3% | +278.9% | -194.6% | +68.1% |
| 1Y | +77.1% | +510.6% | -433.5% | +54.2% |
| All | +95.1% | +131.0% | -35.9% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling