+126.0%
PM vs AMDL
+87.1%
+38.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +26.8% | -29.2% | -1.6% |
| 7D | -7.3% | +10.3% | -17.5% | -6.6% |
| 30D | -4.0% | -38.3% | +34.3% | -4.8% |
| 3M | +2.7% | -8.7% | +11.5% | +3.3% |
| 6M | +14.9% | -14.4% | +29.2% | +16.2% |
| YTD | +23.5% | +206.9% | -183.4% | +28.3% |
| 1Y | +30.4% | +144.4% | -114.0% | +35.1% |
| All | +126.0% | +87.1% | +38.9% | +132.8% |
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