+76.7%
PSX vs AMDL
+95.0%
-18.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.2% | -9.0% | -0.2% |
| 7D | +4.5% | +4.5% | 0.0% | +4.3% |
| 30D | +26.6% | -4.4% | +31.0% | +26.6% |
| 3M | +39.3% | -30.5% | +69.8% | +39.4% |
| 6M | +56.8% | +300.9% | -244.1% | +38.1% |
| YTD | +101.8% | +219.9% | -118.1% | +77.6% |
| 1Y | +99.6% | +374.7% | -275.1% | +63.0% |
| All | +76.7% | +95.0% | -18.3% | +30.7% |
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