+132.8%
PM vs AMDL
+102.5%
+30.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -17.6% | +18.7% | +0.7% |
| 7D | +0.5% | +37.2% | -36.7% | +1.7% |
| 30D | -3.2% | -24.0% | +20.8% | -3.4% |
| 3M | +6.2% | -1.0% | +7.2% | +7.2% |
| 6M | +7.7% | -3.2% | +10.9% | +9.3% |
| YTD | +27.3% | +232.2% | -205.0% | +32.6% |
| 1Y | +32.8% | +137.7% | -105.0% | +37.8% |
| All | +132.8% | +102.5% | +30.3% | +140.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling