+82.9%
PH vs AMDL
+102.5%
-19.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -17.6% | +17.5% | +1.6% |
| 7D | +4.3% | +37.2% | -32.9% | +0.8% |
| 30D | +0.1% | -24.0% | +24.2% | +0.6% |
| 3M | -9.4% | -1.0% | -8.4% | -11.9% |
| 6M | +8.8% | -3.2% | +12.0% | +2.7% |
| YTD | +9.6% | +232.2% | -222.6% | -13.4% |
| 1Y | +14.4% | +137.7% | -123.3% | -6.4% |
| All | +82.9% | +102.5% | -19.6% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling