+129.6%
PM vs AMDL
+47.6%
+82.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +22.3% | -24.1% | -1.2% |
| 7D | -5.2% | -26.2% | +21.0% | -5.8% |
| 30D | +2.7% | -57.1% | +59.8% | +0.7% |
| 3M | +5.2% | -29.8% | +35.1% | +4.9% |
| 6M | +17.0% | -22.2% | +39.2% | +17.7% |
| YTD | +25.5% | +142.1% | -116.6% | +29.3% |
| 1Y | +35.5% | +85.8% | -50.3% | +39.3% |
| All | +129.6% | +47.6% | +82.0% | +134.7% |
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