+33.2%
Q vs AMDL
+131.4%
-98.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +14.3% | -12.0% | -1.0% |
| 7D | +6.6% | +18.5% | -12.0% | -0.3% |
| 30D | +2.7% | -24.2% | +27.0% | +5.2% |
| 3M | -8.4% | +11.5% | -19.9% | -15.4% |
| 6M | -17.3% | -1.0% | -16.3% | -23.9% |
| YTD | +55.3% | +260.3% | -205.0% | +3.9% |
| 1Y | +31.5% | +178.2% | -146.7% | -10.4% |
| All | +33.2% | +131.4% | -98.3% | -7.6% |
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