-1.4%
PPL vs AMDL
+175.5%
-176.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.9% | -12.4% | -0.3% |
| 7D | -2.2% | +103.5% | -105.7% | -0.9% |
| 30D | +1.7% | -18.3% | +20.0% | +1.9% |
| 3M | +0.1% | +20.1% | -19.9% | +0.9% |
| 6M | -1.5% | +15.9% | -17.5% | -0.7% |
| YTD | +3.0% | +303.0% | -300.1% | +2.2% |
| 1Y | -1.4% | +164.0% | -165.4% | -0.4% |
| All | -1.4% | +175.5% | -176.9% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling