-11.8%
PEP vs AMDL
+95.0%
-106.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | -0.4% |
| 7D | -1.4% | +4.5% | -5.9% | -1.3% |
| 30D | +0.2% | -4.4% | +4.6% | +0.2% |
| 3M | -1.1% | -30.5% | +29.4% | -1.2% |
| 6M | -13.5% | +300.9% | -314.4% | -11.2% |
| YTD | -1.2% | +219.9% | -221.1% | +1.2% |
| 1Y | -1.6% | +374.7% | -376.3% | +1.4% |
| All | -11.8% | +95.0% | -106.8% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling