+26.5%
PEG vs AMDL
+145.7%
-119.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.9% | -11.2% | +0.4% |
| 7D | +2.3% | +103.5% | -101.2% | +0.5% |
| 30D | +6.1% | -18.3% | +24.5% | +6.1% |
| 3M | -0.5% | +20.1% | -20.6% | -1.8% |
| 6M | -3.2% | +15.9% | -19.1% | -5.4% |
| YTD | -4.4% | +303.0% | -307.4% | -12.4% |
| 1Y | -7.4% | +164.0% | -171.4% | -13.8% |
| All | +26.5% | +145.7% | -119.1% | +9.5% |
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 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