+73.7%
PSX vs AMDL
+92.1%
-18.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.0% |
| 7D | -7.8% | +5.4% | -13.2% | -8.4% |
| 30D | -9.9% | -36.6% | +26.7% | -9.1% |
| 3M | +16.9% | -1.0% | +17.9% | +15.3% |
| 6M | +48.0% | -12.1% | +60.1% | +44.0% |
| YTD | +98.3% | +215.1% | -116.8% | +72.4% |
| 1Y | +86.2% | +130.4% | -44.2% | +65.3% |
| All | +73.7% | +92.1% | -18.4% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling