-44.2%
PINS vs AMDL
+47.6%
-91.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +22.3% | -26.5% | -5.7% |
| 7D | -2.1% | -26.2% | +24.1% | -0.7% |
| 30D | -6.6% | -57.1% | +50.4% | -2.2% |
| 3M | -18.7% | -29.8% | +11.1% | -18.3% |
| 6M | -10.4% | -22.2% | +11.8% | -13.6% |
| YTD | -26.8% | +142.1% | -168.9% | -39.9% |
| 1Y | -27.9% | +85.8% | -113.7% | -39.4% |
| All | -44.2% | +47.6% | -91.8% | -62.6% |
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