+66.0%
PNC vs AMDL
+47.6%
+18.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +22.3% | -22.9% | -1.3% |
| 7D | -1.1% | -26.2% | +25.1% | -0.5% |
| 30D | +4.5% | -57.1% | +61.6% | +6.8% |
| 3M | -10.0% | -29.8% | +19.8% | -9.8% |
| 6M | +3.1% | -22.2% | +25.3% | +1.2% |
| YTD | +11.5% | +142.1% | -130.6% | +1.5% |
| 1Y | +27.3% | +85.8% | -58.6% | +17.2% |
| All | +66.0% | +47.6% | +18.4% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling