-4.8%
PCAR vs AMDL
+145.7%
-150.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.9% | -13.5% | -2.4% |
| 7D | +2.1% | +103.5% | -101.5% | -2.6% |
| 30D | -1.2% | -18.3% | +17.1% | -1.3% |
| 3M | -18.6% | +20.1% | -38.7% | -21.3% |
| 6M | -5.1% | +15.9% | -21.0% | -9.9% |
| YTD | -1.8% | +303.0% | -304.8% | -17.1% |
| 1Y | +10.6% | +164.0% | -153.3% | -3.9% |
| All | -4.8% | +145.7% | -150.5% | -29.6% |
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