-2.9%
PG vs AMDL
+95.0%
-97.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | -0.2% |
| 7D | +1.9% | +4.5% | -2.7% | +1.9% |
| 30D | -0.2% | -4.4% | +4.2% | -0.3% |
| 3M | +4.8% | -30.5% | +35.3% | +4.7% |
| 6M | -6.1% | +300.9% | -307.0% | -3.5% |
| YTD | +4.5% | +219.9% | -215.5% | +7.2% |
| 1Y | -5.3% | +374.7% | -380.0% | -1.9% |
| All | -2.9% | +95.0% | -97.9% | -2.3% |
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