+70.2%
PSX vs AMDL
+47.6%
+22.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +22.3% | -22.8% | -1.4% |
| 7D | -13.1% | -26.2% | +13.1% | -12.4% |
| 30D | -9.5% | -57.1% | +47.5% | -7.2% |
| 3M | +20.2% | -29.8% | +50.0% | +20.3% |
| 6M | +44.9% | -22.2% | +67.1% | +41.3% |
| YTD | +94.4% | +142.1% | -47.7% | +70.9% |
| 1Y | +83.1% | +85.8% | -2.8% | +63.6% |
| All | +70.2% | +47.6% | +22.7% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling