+414.5%
PL vs AMDL
+20.7%
+393.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -34.9% | +24.7% | -1.6% |
| 7D | -20.5% | -52.7% | +32.2% | -6.7% |
| 30D | -38.8% | -65.3% | +26.5% | -23.1% |
| 3M | -49.1% | -40.8% | -8.3% | -44.5% |
| 6M | -69.4% | -12.9% | -56.5% | -70.6% |
| YTD | -42.3% | +98.0% | -140.3% | -56.7% |
| 1Y | -14.2% | +30.1% | -44.3% | -30.3% |
| All | +414.5% | +20.7% | +393.8% | +185.7% |
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