+94.1%
PBR vs AMDL
+117.8%
-23.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.7% | -8.1% | +3.2% |
| 7D | +2.5% | +19.9% | -17.5% | +1.9% |
| 30D | +19.4% | +6.3% | +13.1% | +19.0% |
| 3M | +20.8% | -9.9% | +30.7% | +20.1% |
| 6M | +23.5% | +394.3% | -370.8% | +11.8% |
| YTD | +83.4% | +257.3% | -173.9% | +67.6% |
| 1Y | +77.6% | +508.5% | -431.0% | +54.3% |
| All | +94.1% | +117.8% | -23.7% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling