+69.5%
PR vs AMDL
+384.9%
-315.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.8% | -1.5% |
| 7D | +2.9% | +4.5% | -1.6% | +3.0% |
| 30D | +18.0% | -4.4% | +22.4% | +18.0% |
| 3M | +16.9% | -30.5% | +47.3% | +16.9% |
| 6M | +28.2% | +300.9% | -272.7% | +30.3% |
| YTD | +69.3% | +219.9% | -150.6% | +71.3% |
| 1Y | +69.5% | +374.7% | -305.2% | +67.0% |
| All | +69.5% | +384.9% | -315.4% | +67.0% |
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