+87.0%
PR vs AMDL
+108.7%
-21.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.2% | -6.5% |
| 7D | -12.1% | -30.7% | +18.6% | -13.0% |
| 30D | +0.9% | -43.8% | +44.7% | -0.6% |
| 3M | +10.1% | -24.5% | +34.6% | +9.8% |
| 6M | +1.1% | +44.7% | -43.6% | +5.6% |
| YTD | +63.7% | +204.0% | -140.3% | +74.2% |
| 1Y | +87.0% | +109.1% | -22.0% | +95.6% |
| All | +87.0% | +108.7% | -21.6% | +95.6% |
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