+82.0%
PR vs AMDL
+44.1%
+38.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -34.9% | +30.0% | -5.4% |
| 7D | -16.5% | -52.7% | +36.2% | -17.7% |
| 30D | -4.5% | -65.3% | +60.8% | -6.6% |
| 3M | +8.5% | -40.8% | +49.4% | +8.1% |
| 6M | -3.3% | -12.9% | +9.5% | +0.1% |
| YTD | +55.7% | +98.0% | -42.3% | +64.3% |
| 1Y | +82.0% | +30.1% | +51.9% | +88.9% |
| All | +82.0% | +44.1% | +38.0% | +88.9% |
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 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