+46.9%
PM vs AMDL
+108.7%
-61.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.6% |
| 7D | +4.3% | -30.7% | +35.0% | +2.5% |
| 30D | +11.5% | -43.8% | +55.2% | +8.8% |
| 3M | +13.0% | -24.5% | +37.6% | +12.4% |
| 6M | +25.9% | +44.7% | -18.8% | +28.7% |
| YTD | +34.0% | +204.0% | -170.0% | +40.2% |
| 1Y | +46.9% | +109.1% | -62.2% | +50.5% |
| All | +46.9% | +108.7% | -61.8% | +50.5% |
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