+11.3%
PCAR vs AMDL
+95.0%
-83.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.2% | -9.0% | -0.5% |
| 7D | -0.5% | +4.5% | -5.0% | -0.9% |
| 30D | -6.2% | -4.4% | -1.8% | -6.1% |
| 3M | +5.9% | -30.5% | +36.4% | +6.6% |
| 6M | +0.4% | +300.9% | -300.5% | -12.5% |
| YTD | +14.8% | +219.9% | -205.1% | +0.4% |
| 1Y | +30.1% | +374.7% | -344.6% | +7.0% |
| All | +11.3% | +95.0% | -83.8% | -14.7% |
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