+149.4%
PWR vs AMDL
+145.7%
+3.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.9% | -12.2% | -2.4% |
| 7D | +19.1% | +103.5% | -84.5% | +4.4% |
| 30D | -12.0% | -18.3% | +6.3% | -11.7% |
| 3M | -10.6% | +20.1% | -30.6% | -16.8% |
| 6M | -20.8% | +15.9% | -36.7% | -28.4% |
| YTD | +43.7% | +303.0% | -259.3% | +0.7% |
| 1Y | +35.0% | +164.0% | -129.0% | +0.4% |
| All | +149.4% | +145.7% | +3.7% | +55.4% |
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