+34.3%
PSA vs AMDL
+47.6%
-13.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +22.3% | -23.2% | -0.9% |
| 7D | +3.9% | -26.2% | +30.1% | +3.9% |
| 30D | +19.7% | -57.1% | +76.8% | +19.9% |
| 3M | +4.3% | -29.8% | +34.1% | +4.1% |
| 6M | +11.4% | -22.2% | +33.6% | +10.3% |
| YTD | +33.9% | +142.1% | -108.2% | +30.0% |
| 1Y | +28.3% | +85.8% | -57.6% | +24.9% |
| All | +34.3% | +47.6% | -13.3% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling