-8.3%
PEG vs AMDL
+418.8%
-427.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.5% | -0.1% |
| 7D | -0.9% | +20.7% | -21.6% | -1.0% |
| 30D | -2.8% | +9.4% | -12.2% | -2.8% |
| 3M | -6.9% | +5.6% | -12.6% | -7.2% |
| 6M | -11.4% | +340.3% | -351.7% | -14.1% |
| YTD | -7.4% | +253.6% | -261.0% | -10.2% |
| 1Y | -8.3% | +443.4% | -451.6% | -11.4% |
| All | -8.3% | +418.8% | -427.0% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling