-6.8%
PCAR vs AMDL
+20.7%
-27.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -34.9% | +33.3% | +0.6% |
| 7D | +2.2% | -52.7% | +54.9% | +6.2% |
| 30D | -4.4% | -65.3% | +60.9% | +1.1% |
| 3M | -21.4% | -40.8% | +19.4% | -20.4% |
| 6M | -7.3% | -12.9% | +5.5% | -11.0% |
| YTD | -3.8% | +98.0% | -101.8% | -14.9% |
| 1Y | +6.3% | +30.1% | -23.8% | -3.4% |
| All | -6.8% | +20.7% | -27.5% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling