+70.1%
PNC vs AMDL
+145.7%
-75.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.9% | -12.3% | -0.8% |
| 7D | +1.9% | +103.5% | -101.7% | -0.7% |
| 30D | +6.2% | -18.3% | +24.5% | +6.1% |
| 3M | -8.7% | +20.1% | -28.8% | -10.3% |
| 6M | +9.2% | +15.9% | -6.7% | +5.9% |
| YTD | +14.3% | +303.0% | -288.7% | +2.2% |
| 1Y | +27.7% | +164.0% | -136.3% | +16.7% |
| All | +70.1% | +145.7% | -75.6% | +34.7% |
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 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