+19.3%
PH vs AMDL
+108.7%
-89.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -3.8% |
| 7D | -0.2% | -30.7% | +30.5% | +1.4% |
| 30D | -6.7% | -43.8% | +37.1% | -4.5% |
| 3M | -8.1% | -24.5% | +16.4% | -7.5% |
| 6M | +5.3% | +44.7% | -39.3% | +2.5% |
| YTD | +4.2% | +204.0% | -199.8% | -2.5% |
| 1Y | +19.3% | +109.1% | -89.7% | +9.3% |
| All | +19.3% | +108.7% | -89.3% | +9.3% |
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 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