+111.8%
PM vs AMDL
+95.0%
+16.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.2% | -11.2% | -1.7% |
| 7D | -4.9% | +4.5% | -9.4% | -4.7% |
| 30D | -3.4% | -4.4% | +1.0% | -3.4% |
| 3M | +5.2% | -30.5% | +35.7% | +5.1% |
| 6M | +3.7% | +300.9% | -297.2% | +7.2% |
| YTD | +15.8% | +219.9% | -204.2% | +19.5% |
| 1Y | +17.4% | +374.7% | -357.3% | +22.0% |
| All | +111.8% | +95.0% | +16.8% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling