+0.7%
PL vs AMDL
+62.4%
-61.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +22.3% | -11.9% | +4.2% |
| 7D | -6.8% | -26.2% | +19.4% | -1.0% |
| 30D | -29.3% | -57.1% | +27.8% | -14.2% |
| 3M | -44.8% | -29.8% | -14.9% | -42.0% |
| 6M | -68.4% | -22.2% | -46.2% | -68.7% |
| YTD | -36.4% | +142.1% | -178.5% | -56.0% |
| 1Y | +0.7% | +85.8% | -85.1% | -28.6% |
| All | +0.7% | +62.4% | -61.7% | -28.6% |
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 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