+11.7%
PL vs AMDL
+175.5%
-163.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +11.9% | -14.9% | -6.4% |
| 7D | +22.3% | +103.5% | -81.3% | -1.2% |
| 30D | -8.3% | -18.3% | +10.0% | -7.8% |
| 3M | -43.3% | +20.1% | -63.3% | -49.3% |
| 6M | -65.8% | +15.9% | -81.7% | -70.3% |
| YTD | -29.5% | +303.0% | -332.5% | -59.2% |
| 1Y | +11.7% | +164.0% | -152.2% | -29.2% |
| All | +11.7% | +175.5% | -163.7% | -29.2% |
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