+55.5%
PR vs AMDL
+95.0%
-39.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.8% | -2.1% |
| 7D | +2.9% | +4.5% | -1.6% | +2.6% |
| 30D | +18.0% | -4.4% | +22.4% | +18.1% |
| 3M | +16.9% | -30.5% | +47.3% | +17.4% |
| 6M | +28.2% | +300.9% | -272.7% | +8.4% |
| YTD | +69.3% | +219.9% | -150.6% | +43.4% |
| 1Y | +69.5% | +374.7% | -305.2% | +30.1% |
| All | +55.5% | +95.0% | -39.6% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling