+180.5%
PL vs AMDL
+384.9%
-204.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -3.3% |
| 7D | -9.3% | +4.5% | -13.8% | -10.3% |
| 30D | -18.9% | -4.4% | -14.5% | -18.5% |
| 3M | -58.4% | -30.5% | -27.9% | -56.4% |
| 6M | -30.3% | +300.9% | -331.2% | -48.2% |
| YTD | -8.1% | +219.9% | -228.0% | -30.2% |
| 1Y | +180.5% | +374.7% | -194.2% | +139.8% |
| All | +180.5% | +384.9% | -204.4% | +139.8% |
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