-4.5%
PCAR vs AMDL
+102.5%
-107.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -17.6% | +17.9% | +1.4% |
| 7D | +4.9% | +37.2% | -32.3% | +2.5% |
| 30D | -1.4% | -24.0% | +22.6% | -1.2% |
| 3M | -18.1% | -1.0% | -17.1% | -20.0% |
| 6M | -4.0% | -3.2% | -0.8% | -8.0% |
| YTD | -1.5% | +232.2% | -233.7% | -16.0% |
| 1Y | +13.2% | +137.7% | -124.5% | -1.3% |
| All | -4.5% | +102.5% | -107.0% | -28.6% |
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 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