-6.4%
PGR vs AMDL
+384.9%
-391.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.2% | -11.4% | -1.6% |
| 7D | +0.1% | +4.5% | -4.4% | +0.5% |
| 30D | +2.9% | -4.4% | +7.3% | +2.9% |
| 3M | +12.1% | -30.5% | +42.6% | +11.9% |
| 6M | +3.7% | +300.9% | -297.2% | +16.2% |
| YTD | +2.4% | +219.9% | -217.6% | +14.6% |
| 1Y | -6.4% | +374.7% | -381.1% | +6.8% |
| All | -6.4% | +384.9% | -391.3% | +6.8% |
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