+129.8%
PM vs AMDL
+119.6%
+10.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +14.3% | -13.2% | +1.5% |
| 7D | -7.1% | +18.5% | -25.6% | -6.2% |
| 30D | -2.8% | -24.2% | +21.4% | -3.0% |
| 3M | +6.3% | +11.5% | -5.1% | +7.6% |
| 6M | +9.6% | -1.0% | +10.7% | +11.4% |
| YTD | +25.6% | +260.3% | -234.7% | +31.1% |
| 1Y | +29.7% | +178.2% | -148.5% | +35.0% |
| All | +129.8% | +119.6% | +10.2% | +137.9% |
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