+14.7%
PGR vs AMDL
+126.1%
-111.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.9% |
| 7D | -0.6% | +15.9% | -16.5% | 0.0% |
| 30D | +4.9% | +10.5% | -5.5% | +5.6% |
| 3M | +7.6% | -4.7% | +12.4% | +8.6% |
| 6M | +8.3% | +355.2% | -346.9% | +14.9% |
| YTD | +1.7% | +270.9% | -269.1% | +7.9% |
| 1Y | -6.8% | +499.5% | -506.3% | -0.8% |
| All | +14.7% | +126.1% | -111.4% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling