+65.7%
QQQ vs AMDL
+131.0%
-65.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.0% | -6.3% | -1.0% |
| 7D | +1.0% | +29.0% | -28.0% | -2.3% |
| 30D | -0.6% | +19.1% | -19.7% | -3.2% |
| 3M | +1.3% | +1.8% | -0.5% | -1.7% |
| 6M | +18.1% | +374.4% | -356.3% | -8.3% |
| YTD | +16.9% | +278.9% | -262.0% | -8.8% |
| 1Y | +24.0% | +510.6% | -486.6% | -13.1% |
| All | +65.7% | +131.0% | -65.3% | +13.2% |
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