+79.2%
PSX vs AMDL
+119.6%
-40.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +14.3% | -11.1% | +2.6% |
| 7D | -0.4% | +18.5% | -18.9% | -1.5% |
| 30D | -8.1% | -24.2% | +16.1% | -8.0% |
| 3M | +15.9% | +11.5% | +4.4% | +13.7% |
| 6M | +49.4% | -1.0% | +50.4% | +44.7% |
| YTD | +104.7% | +260.3% | -155.6% | +76.9% |
| 1Y | +89.1% | +178.2% | -89.1% | +66.2% |
| All | +79.2% | +119.6% | -40.4% | +30.2% |
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